Depending on your preferred framework, this is in some sense backwards: utility is, by definition, that thing which it is always correct to choose the action with the highest expected value of (say, in the framework of the von Neumann-Morgenstern theorem).

Depending on your preferred framework, this is in some sense backwards: utility is, by definition, that thing which it is always correct to choose the action with the highest expected value of (say, in the framework of the von Neumann-Morgenstern theorem).