Qiaochu_Yuan comments on Naturalism versus unbounded (or unmaximisable) utility options - Less Wrong
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This isn't a paradox about unbounded utility functions but a paradox about how to do decision theory if you expect to have to make infinitely many decisions. Because of the possible failure of the ability to exchange limits and integrals, the expected utility of a sequence of infinitely many decisions can't in general be computed by summing up the expected utility of each decision separately.
Yes, that's my point.
I believe it's actually a problem about how to do utility-maximising when there's no maximum utility, like the other problems. It's easy to find examples for problems in which there are infinitely many decisions as well as a maximum utility, and none of those I came up with are in any way paradoxical or even difficult.