A Chinese general decided to get his troops focused on the battle ahead-by burning the ships in the water behind his troops. They had no retreat. And it worked. Dan Ariely uses this illustration in his book Predictably Irrational, suggesting we hurt ourselves by trying to keep too many options open, failing to make decisive moves forward.
We should approach our battles by throwing ourselves wholly into the war from the start. Go at it as if you have no retreat. According to Ariely's experiments at MIT, your chances of success will go up.