Optimal Strategy for NBC’s “Deal or No Deal”

I was watching Deal or No Deal on CNBC last night and, being the numbers guy that I am, couldn’t help but think about optimal strategies and risk-reward evaluations. I thought about writing something down to enlighten the masses, but it seems someone has already spelled out the basis for an optimal strategy:

Optimal Strategy – When to Deal at WikiPedia.

Is there an investment lesson in here somewhere? It does remind me of the tradeoff one makes choosing to play the stock market rather than invest through fixed-return vehicles.
– How much risk are you willing to take for how much of a payoff?
– How much additional stress are you taking on to earn how much more percentage points per year?
– On average, you’ll take a bigger return investing in stocks. But you only get one chance, and what will your wife or husband think when you lose 30% of your net worth in one day?
– Would you refuse a $76,000 deal and face a 25% chance of going home with less than $100 for a $75% chance of earning an additional $25,000?