Houshalter comments on Bayes' Theorem Illustrated (My Way) - Less Wrong
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So in this scenario you have to decide how much your life is worth in money. You can go home and not take any chance of dying or risk a 1/6 chance to earn X amount of money. Its an extension on the risk/reward problem basically, and you have to decide how much risk is worth in money before you can complete it. Thats a problem, because as far as I know, bayesianism doesn't cover that.
It's not the job of 'Bayesianism' to tell you what your utility function is.
This [by which I mean, "the question of where the agent's utility function comes from"] doesn't have anything to do with the question of whether Bayesian decision-making takes account of more than just the most probable hypothesis.