 A more modest extension of standard EU maximization is suggested by Easwaran (2008). He points out that although the Pasadena and Altadena games lack a “strong” expectation, they do have a “weak” expectation. (The difference corresponds to the difference between the strong and weak law of large numbers.). Thus, we can hold that a decision-maker is required to value a gamble at its weak expectation, which is equivalent to its strong expectation if the latter exists. (See also Gwiazda 2014, Easwaran 2014b; relatedly, Fine (2008) shows that these two games and the St. Petersberg paradox can be assigned finite values that are consistent with EU theory.).