 Lauwers and Vallentyne (2016) combine an extension of Easwaran’s proposal to infinite weak expectations with an extension of Colyvan’s proposal to cardinal relative expectation that can be interval-valued. Meacham (2019) extends Colyvan’s proposal to cover cases in which the acts to be compared have utilities that are to be compared in different states, and cases in which probabilities are act-dependent; his difference minimizing theory re-orders each gamble from worst consequence to best consequence, before taking their relative expectation. A key difference between these two extensions is that difference minimizing theory adheres to stochastic dominance and a related principle called stochastic equivalence. (See also discussion in Seidenfeld, Schervish, &amp; Kadane 2009; Hájek 2014; Colyvan &amp; Hájek 2016.)