The Magic Egg and Other Stories by Frank Stockton

According to Wikipedia: "Frank Richard Stockton (April 5, 1834 – April 20, 1902) was an American writer and humorist, best known today for a series of innovative children's fairy tales that were widely popular during the last decades of the 19th century. Stockton avoided the didactic moralizing, common to children's stories of the time, instead using clever humor to poke at greed, violence, abuse of power and other human foibles, describing his fantastic characters' adventures in a charming, matter-of-fact way in stories like "The Griffin and the Minor Canon" (1885) and "The Bee-Man of Orn" (1887), which was published in 1964 in an edition illustrated by Maurice Sendak. His most famous fable is "The Lady, or the Tiger?" (1882), about a man sentenced to an unusual punishment for having a romance with a king's beloved daughter. Taken to the public arena, he is faced with two doors, behind one of which is a hungry tiger that will devour him. Behind the other is a beautiful lady-in-waiting, whom he will have to marry, if he finds her. While the crowd waits anxiously for his decision, he sees the princess among the spectators, who points him to the door on the right. The lover starts to open the door and ... the story ends abruptly there. Did the princess save her love by pointing to the door leading to the lady-in-waiting, or did she prefer to see her lover die rather than see him marry someone else? That discussion hook has made the story a staple in English classes in American schools, especially since Stockton was careful never to hint at what he thought the ending would be..."