If you just do it the straightforward way, any option you can choose would have a non-zero probability of producing an outcome with “unknown” or NaN utility. If multiply those two numbers together you get NaN, then if you add that to other probability*utility values as part of your expected utility computation you will end up with NaN as your final expected utility. I don’t see how to avoid this, hence my question.
If you just do it the straightforward way, any option you can choose would have a non-zero probability of producing an outcome with “unknown” or NaN utility. If multiply those two numbers together you get NaN, then if you add that to other probability*utility values as part of your expected utility computation you will end up with NaN as your final expected utility. I don’t see how to avoid this, hence my question.