If you have an unbounded utility function, then putting a lot of resources into accurately estimating arbitrarily tiny probabilities can be worth the effort, and if you can’t estimate them very accurately, then you just have to make do with as accurate an estimate as you can make.
If you have an unbounded utility function, then putting a lot of resources into accurately estimating arbitrarily tiny probabilities can be worth the effort, and if you can’t estimate them very accurately, then you just have to make do with as accurate an estimate as you can make.