<p>Military decision-making can be laid open to St. Petersburg paradox: decision-makers may be having strong incentives to violate the continuity axiom by assigning infinite expected value to an outcome. This suggests that either all people who face strong incentives can opt for the expected value and reject continuity or that certain decision-makers are more likely than others to do so. To account for who has in theory higher chances to violate continuity, we should moreover model the personality traits of decision-makers: certain traits—such as high conscientiousness—are associated with patterns of behavior that are more likely to be in accordance with continuity, whereas others—such as high neuroticism, low agreeableness, low conscientiousness and high scores in the dark triad traits—can be at odds with it. It seems therefore plausible that we can map decision-makers’ possible course of action based on how rational agents shape their decision-making based on their personality traits.</p>