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army1987 comments on Why you must maximize expected utility - Less Wrong
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There's a whole literature on preference intransitivity, but really, it's not that hard to catch yourself doing it. Just pay attention to your pairwise comparisons when you're choosing among three or more options, and don't let your mind cover up its dirty little secret.
That does happen to me from time to time, but when it does (and I notice that) I just think “hey, I've found a bug in my mindware” and try to fix that. (Usually it's a result of some ugh field.)