When doing research related to math, should I first start by reading papers, doing a literature review, and trying to understand the literature first, or should I start working with my proposed questions, and immediately trying to prove results.
I'm doing an undergrad thesis, specifically related to a game theory problems, and what I've done is first read a bit about my topic to choose a research question. Now that I have chosen a research question, I immediately thought about the proofs. When I'm stuck, I try to find literature on a problem I'm stuck on, and then apply the techniques to the problem.
Is it better to dive straight into a problem or read the literature first before attempting to solve the problem? How do you do research?