Your preference already feels "obviously wrong" to me, and I'll try to explain why. If we imagine that only one world exists, but we don't know how it will evolve, I wouldn't take the analogue of your lottery ticket example, and I suspect that you wouldn't either. The reason that I wouldn't do this is because I care about the possible future worlds where I would die, despite the fact that I wouldn't exist there (after very long). I'm not sure what other reason there would be to reject this bet in the single-world case. However, you are saying that you don't care about the actual future worlds where you die in the many-worlds case, which seems bizarre and inconsistent with what I imagine your preferences would be in the single-world case. It's possible that I'm wrong about what your preferences would be in the single-world case, but then you're acting according to the Born rule anyway, and whether the MWI is true doesn't enter into it.
(EDIT: that last sentence is wrong, you aren't acting according to the Born rule anyway.)
In regards to my point about discontinuity, it's worth knowing that to know whether x = 0 or x > 0, you need infinitely precise knowledge of the wave function. It strikes me as unreasonable and off-putting that no finite amount of information about the state of the universe can discern between one universe which you think is totally fantastic and another universe which you think is terrible and awful. That being said, I can imagine someone being unpersuaded by this argument. If you are willing to accept discontinuity, then you get a theory where you are still maximising expected utility with respect to the Born rule, but your utilities can be infinite or infinitesimal.
On a slightly different note, I would highly recommend reading the paper which I linked (most of which I think is comprehensible without a huge amount of technical background), which motivates the axioms you need for the Born rule to work, and dismotivates other decision rules.
EDIT: Also, I'm sorry about the "sort of thing which is liable to lead to crazy behaviour" thing, it was a long comment and my computer had already crashed once in the middle of composing it, so I really didn't want to write more.
I downloaded the paper you linked to and will read it shortly. I'm totally sympathetic to the "didn't want to make a long comment longer" excuse, having felt that way many times myself.
I agree in the single-world case, I wouldn't want to do it. That's not because I care about the single world without me per se (as in caring for the people in the world), but because I care about myself who would not exist with ~1 probability. In a multiverse, I still exist with ~1 probability. You can argue that I can't know for sure that I live in a multiverse, w...
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