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CannibalSmith comments on Expected futility for humans - Less Wrong
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Why does everybody think that utilitarianism necessarily means consciously crunching real numbers?
Surreal numbers are a more natural fit - as argued by Conway. Otherwise, it is less convenient to model preferences where arbitrarily low probabilities of B are worth more than certainty of A, while A still has some value.
Using dollar values instead of utilons is indeed a bad idea. But regardless of that, we don't need the numbers, we only need to guess which choice gives the highest number with whatever accuracy we can achieve given the resources at our disposal.