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RichardKennaway comments on Pascal's Mugging as an epistemic problem - Less Wrong Discussion
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Here's another variation on the theme. Pascal's Reformed Mugger comes to you and offers you, one time only, any amount of utility you ask for, but asks nothing in return.
If you believe him enough that u*P(you'll get u by asking for it) is unbounded, how much do you ask for?
Do you also have to consider -u*P(you'll get -u by asking for u)?