I'm not sure, although I would expect VNM to invoke the Hahn-Banach theorem, and it seems hard to do that if you only allow finite lotteries. If you find out I'd be quite interested. I'm only somewhat confident in my original assertion (say 2:1 odds).

I'm not sure, although I would expect VNM to invoke the Hahn-Banach theorem, and it seems hard to do that if you only allow finite lotteries. If you find out I'd be quite interested. I'm only somewhat confident in my original assertion (say 2:1 odds).