jsteinhardt comments on Unconditionally Convergent Expected Utility - Less Wrong Discussion
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How do you construct utility without the VNM axioms? Are there less strong axioms for which a VNM-like result holds?
EDIT: Sorry if this is covered in the comments in the other article, I'm being a bit lazy here and not reading through all of your comments there in detail.
I don't yet. :) I have a few reason to think that it has a good chance of being possible, but it has not been done.
Okay. If you end up being successful, I would be quite interested to know about it. (A counterexample would also be interesting, actually probably more interesting since it is less expected.)