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AlexMennen comments on Harsanyi's Social Aggregation Theorem and what it means for CEV - Less Wrong Discussion
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Only a VNM-rational agent can have preferences in a coherent way, so if we're talking about aggregating people's preferences, I don't see any way to do it other than modeling people as having underlying VNM-rational preferences that fail to perfectly determine their decisions.
Non-VNM agents satisfying only axiom 1 have coherent preferences... they just don't mix well with probabilities.