You compute a probability of being at each location, and then maximize expected utility. I tried to point out in this post that because decisions made at each location can interact non-linearly, this doesn't work.

How does it not work?

If you are at a different location, that's a different world state. You compute the utility for each world state separately. Problem solved.

And to the folks who keep voting me down when I point out basically the same solution: State why you disagree. You've already taken 3 karma for me. Don't just keep taking karma for the same thing over and over without explaining why.