To switch from Chekhov to Dostoevsky is to enter a different experiential universe. Dostoevsky is best known for his novels, of course, but he also wrote a few great short stories, among them "The Dream of a Ridiculous Man," which can be read here (with so much on the Internet, why did I recently haul hundreds of pounds of books over hundreds of miles?). Like many of his stories, it is about moral depravity and redemption.
Dostoevsky's views of depression may make us a little uncomfortable these days inasmuch as they seem of have moral implications. The "Ridiculous Man" certainly seems depressed--he's frankly miserable, sees nothing more of value in the world, and plans a suicide. Amid his brooding he ignores the frantic pleas of a distressed little girl in the street. But after he leaves her behind he has a dream that transforms him, or so we are asked to believe.
Dostoevsky seemed to have a problem with the Enlightenment, or at least with any simple confidence that rationality and scientific knowledge will improve the human condition. At the end of this story he (or rather the narrator) writes, "The chief thing is to love others like yourself, that's the chief thing, and that's everything...The consciousness of life is higher than life, the knowledge of the laws of happiness is higher than happiness--that is what one must contend against. And I shall."
It seems that one could divide most people into two basic camps, one claiming that what we most need is "out there" awaiting discovery and the other maintaining that what we most need is right under our noses and that we need merely to recognize it and make use of it. I think that Tolstoy and Chekhov are more typically "Western" writers inasmuch as they were more of the former camp (Chekhov thought sick people needed a doctor, not "love"). The hard thing, of course, is to keep one foot planted in each camp.
But Dostoevsky's narrative "point" is well taken, since supremely rational philosophers have labored for thousands of years now to locate a foundation for morality that goes "deeper" than contingent human solidarity. And like Nietzsche, he saw consciousness as the basic source of humanity's often morbid condition. It is ironic, though, to use the highly self-conscious experience of literature to remedy the pathologies of, well, self-consciousness. Was he following Blake's dictum that "If the fool would persist in his foolishness, he would become wise?" Perhaps Dostoevsky meant that at its best, literature does not comment on life, it creates life, or a form of it anyway.