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Dorikka comments on Describe your personal Mount Stupid - Less Wrong
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Different strategies are unlikely to get you the same result, (i.e, the exact same output for a given utility function), but there may be a number of strategies whose outputs are fairly close to each other, such that which strategy one should optimally employ is very dependent on one's background.
It seems to me that there'd be a perfect rationality, and different strategies to produce results as close as possible to what it would produce.