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If you want to argue for maximin using decision theory when you don't know the probabilities, I think the standard approach would be to appeal to Gilboa and Schmeidler (1989). A more modern version is Kochov

https://drive.google.com/file/d/1HH_zngDGUazCKEQ_bBOYOejbF15sRWNv/view

I'm not convinced by these arguments, but just mentioning in fairness.

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