given sufficient background uncertainty about the choiceworthiness of one’s options, many expectation-maximizing gambles that do not stochastically dominate their alternatives ‘in a vacuum’ become stochastically dominant in virtue of that background uncertainty
It has the point that with sufficient background uncertainty, you will end up maximizing expectation (i.e., you will maximize EV if you take stochastically dominated actions). But it doesn’t have the point that you would add worldview diversification, though.
You might be thinking of this GPI paper:
It has the point that with sufficient background uncertainty, you will end up maximizing expectation (i.e., you will maximize EV if you take stochastically dominated actions). But it doesn’t have the point that you would add worldview diversification, though.