Stuart_Armstrong comments on Thoughts and problems with Eliezer's measure of optimization power - Less Wrong
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At that point in the post, I hadn't introduced mixed states. So the only options are to choose among fully deterministic worlds. Obviously if you had the choice between "win the lottery or don't win the lottery", then you'd go for the first.
Later when I bring in mixed states you can model such things as "buy a lottery ticket" as the achieved state, which generally has expected disutility.