shminux comments on Willing gamblers, spherical cows, and AIs - Less Wrong
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Humans are not only gambling when another human explicitly offers them a bet. Humans implicitly gamble all the time: for example, when you cross the street, you're gambling that the probability that you might get hit by a car and die doesn't outweigh whatever gain you expect from crossing the street (e.g. getting to school or work). Dutch book arguments in this context are an argument that if an agent doesn't play according to the rules of probability, then under adversarial assumptions the world can screw them over. It's valuable to know what can happen under adversarial assumptions even if you don't expect those assumptions to hold.
This isn't strong evidence; you're mixing up P(is successful | makes good probability estimates) with P(makes good probability estimates | is successful).
What would be such adversarial assumptions in your street-crossing example?
I'm standing at a 4-way intersection. I want to go the best restaurant at the intersection. To the west is a three-star restaurant, to the north is a two-star restaurant, and to the northwest, requiring two street-crossings, is a four-star restaurant. All of the streets are equally safe to cross except for the one in between the western restaurant and the northern one, which is more dangerous. So going west, then north is strictly dominated by going north, then west. Going north and eating there is strictly dominated by going west and eating there. This means that if I cross one street, and then change my mind about where I want to eat based on the fact that I didn't die, I've been dutch-booked by reality.
That might need a few more elements before it actually restricts you to VNM-rationality.
Where is reality's corresponding utility gain?
The bad news is there is none. The good news is that this means, under linear transformation, that there is such a thing as a free lunch!