 We will examine rules for decision-making with imprecise probabilities in terms of how they evaluate the Ellsberg choices; for ease of exposition we will assume \(u(\$0) = 0\) and \(u(\$100) = 1.\) All proposals here are equivalent to EU maximization when there is a single probability distribution in the set, so all will assign utility \(\lfrac{1}{3}\) to \(f_1\) and \(\lfrac{2}{3}\) to \(f_4\) in the Ellsberg gamble; they differ in how they value the other acts.