That to fit the actions and distances covered by Alexander into such a scheme, assuming that he went by Seistan and Kandahar, would involve physical impossibilities has been pointed out by Count Yorck v.
Moreover, when the belief pr inference is uncertain, need even in the shape of desire is not in itself a foundation of belief in the thing desired: to need a dinner is not to believe in getting it; and, as Aristotle said, " there is a wish for impossibilities."
In ordinary life we may say, " All men are mortal," " All centaurs are figments," " All square circles are impossibilities," " All candidates arriving five minutes late are fined " (the last proposition being an example of the identification of categorical with hypothetical in Keynes's Formal Logic).
You are forced by your own psychological cowardice to believe impossibilities for fear of actually dying when you die.
Given perfect information, frictionless markets, and other theoretical impossibilities, a finite amount of utility can be achieved in that way.