Behavioral economist Dan Ariely, the author of Predictably Irrational wrote a paper in 2004 presenting five experiments, about the abnormal human tendency of keeping doors open even when is obviously a dumb strategy.
I have to admit this is one of my favourite papers, In my experience I can say, when facing a risky choice, close a few doors but leave two open, the first one, wide open (our vision,goal) the second, half-closed (whenever possible), this asymmetry is what will allow us to benefit from disorder and minimize the risk of blowing up during the process.
Like Neo said to the architect in Matrix Reloaded, "The problem is choice"
You can find the paper here: "Keeping Doors Open: The Effect of Unavailability on Incentives to Keep Options Viable." Jiwoong Shin, Dan Ariely. Management Science, May 2004. (PDF)
