Discussion
Why might an agent not simply maximise expected utility in practice?
Answer: D
The number of outcomes is usually far too large to enumerate, and the probabilities and utilities are themselves estimates, so approximations, sampling and satisficing are used instead. Expected utility applies to sequential problems too, probabilities can often be estimated, and risk attitude is captured within the utility function itself. A normative principle that cannot be computed exactly is still valuable as a target that approximations are measured against.
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