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Stuart_Armstrong comments on Consequences of arbitrage: expected cash - Less Wrong
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Comments (27)
This sounds like an even better reason to use expected utility! If you have ignorance about your preferences, then you should reduce the amount of other unknowns, and hence simplify your decision theory to expected utility.
"The power's out at my house and I need a game I can play." "I guess you need something that doesn't require electricity. I have just the thing: a pencil!"
Expected utility has one of the traits needed of a decision theory. As AndrewKemendo points out, it does not have all of them.