Individuals interact with conspecifics in a number of behavioural contexts or dimensions. Here, we formalise this by considering a social network between n individuals interacting in b behavioural dimensions as a nxnxb multidimensional object. In addition, we propose that the topology of this object is driven by individual needs to reduce uncertainty about the outcomes of interactions in one or more dimension. The proposal grounds social network dynamics and evolution in individual selection processes and allows us to define the uncertainty of the social network as the joint entropy of its constituent interaction networks. In support of these propositions we use simulations and natural 'knock-outs' in a free-ranging baboon troop to show (i) that such an object can display a small-world state and (ii) that, as predicted, changes in interactions after social perturbations lead to a more certain social network, in which the outcomes of interactions are easier for members to predict. This new formalisation of social networks provides a framework within which to predict network dynamics and evolution under the assumption that it is driven by individuals seeking to reduce the uncertainty of their social environment.