There's also "All-in", aka "Go for broke", which picks high utility OR high disutility, with a distribution of probability that is less extreme than in the case of a lottery ticket (though not necessarily fifty-fifty chances). For instance "with all the hype and all the expectations I have formed, Watchmen-the-movie is either going to be a joyride or a horrible disappointment."

Assuming I understand what you're aiming at... These four don't quite seem to answer the question itself, but rather how you evaluate the possible answers to the question.

This seems to leave open the real issue, which is how you enumerate possible answers to the question.

To take a concrete example, suppose I am fed up with my job, so fed up that I'd take "something, anything, other than that". That's not literally true - it just feels that way. I'm not going to inquire at the nearest McDonald's, for instance.

In this particular case, which should count as a "problem" by your previous definition, I don't believe I would carve up the search space first in terms of approaches such as the four you offer in this post, i.e. asking what would be a big gain, or how do I guarantee no huge loss, etc.. My very first question would be something like "what are the things I would be trading off against one another ?"

My first pass at this, by the availability heuristic, might yield things that are salient properties of the current job (salary, location, etc.). Obviously because that's the most available thing of all, my first pass will include the reason I'm unhappy about the current job: that might be annoying coworkers, a horrible boss, etc.

One of the key skills in problem solving is to also include the less obvious attributes that (possibly) have an even greater weight in my utility function. So my second pass would be "what exactly am I trying to achieve here ?" This may start to yield non-obvious insights, such as why I need a job in the first place, and what acceptable substitutes may be.