Working Smarter is something I really believe in, and I take it to my games. Which makes it a bit of a sandbox, because part of the problem of working smarter is the Information Asymmetry (as to which is the best way to make money). In that I have no answers, just propose the PCs to go what ever direction and I will bring the problems, details, and logistics that come with that strategy (the Case method)
With Sins of the Crusades, the War Beneath Heaven, and The Warring States - I've been trying to be open with various methods of problem solving as well as letting characters perform outside my own ethical preferences (where the consequences are subject to the same chances - sometimes bad things and no good deed go unpunished; there is no Karma in the setting).
The challenges of this method is Follow Through - which is very realistic. With the world of opportunities, we try out various things and some things have diminishing returns. It can be demoralizing and that's when the GM finds a way to light a fire under the players. It doesn't mean their path is right or wrong - it just means the world keeps moving regardless of the PCs own activities (a very Daoist or Adam Smith perspective, amazing how these philosophies parallel in this).
The flow chart below should illustrate my sandboxy method of GMing and help you devise your own method.
- Open Minded is key - because the players will always want a direction that may never make sense to the GM unless he is a good listener and able to frame the situation to be exciting to everyone involved. A lot of Freethinker (science disciplines) and/or Leadership skills (stuff tackled in many Business leadership curriculum - gaining consensus/buy in, small wins, active listening, managing conflict in a healthy way etc. etc....) we are talking about Working Smart.
- You don't have to achieve this all in one session, but you do need to make each session something memorable and exciting. Well dont feel too much pressure, this is not a Job so there is a very low bar unless you involve money (like paid GMing, which monetizes good will which in studies behavior economics, like in predictibly irrational, make people act more like jerks).
- Knowing your players and their buttons makes this all so much easier, as well as going through the catechism of cognitive biases to improve ones ability to mentally shift around blocks.