From Montaigne’s Essais 1.6, L’Heure des Parlemens Dangereuse / The Hour of Parley is Dangerous:
….Et plus genereusement encore ce grand Alexandre à Polypercon, qui lui suadoit de se servir de l’avantage que l’obscurité de la nuict luy donnoit pour assaillir Darius: Point, fit-il, ce n’est pas à moy d’employer des victoires desrobées:
malo me fortunae poeniteat, quam victoriae pudeat.
And nobler still was the answer made by Alexander the Great to Polypercon, who was urging him one night to take advantage of the darkness to launch an attack against Darius: ‘Certainly not. I am not the man to thieve a victory and then follow it up!’
‘Malo me fortunae poeniteat, quam victoriae pudeat.’
I would rather complain of Fortune than feel ashamed of victory.
The story is taken from Quintus Curtius’ History of Alexander (4.13) where Alexander adds the additional argument, (carefully?) omitted by Montaigne, that the plan wouldn’t work anyway.
Almost all agreed with Parmenion [whose plan was to attack at night]; Polypercon thought that victory undoubtedly depended upon that plan. Alexander, looking solemnly at the latter—for he had lately chided Parmenion more severely than he wished and did not have the heart to upbraid him again—said: “The craft which you recommend to me is that of petty robbers and thieves; for their sole desire is to deceive. I will not suffer my glory always to be impaired by the absence of Darius, or by confined places, or by deceit by night. I am determined to attack openly by daylight; I prefer to regret my fortune rather than be ashamed of my victory. Besides, this consideration too is added; I am well aware that the barbarians keep watch by night and stand under arms, so that it is not really possible to deceive them. Therefore do you prepare for battle.” When they had been thus aroused, he bade them take food and rest.
Omnes ferme Parmenioni assentiebantur; Polypercon haud dubie in eo consilio positam victoriam arbitrabatur. Quem intuens rex—namque Parmenionem, nuper acrius quam vellet increpitum, rursus castigare non sustinebat—: “Latrunculorum” inquit, “et furum ista sollertia est quam praecipitis mihi; quippe illorum votum unicum est fallere. Meae vero gloriae semper aut absentiam Darei aut angustias locorum aut furtum noctis obstare non patiar. Palam luce aggredi certum est; malo me meae fortunae paeniteat quam victoriae pudeat. Ad haec illud quoque accedit; vigilias agere barbaros et in armis stare, ut ne decipi quidem possint, compertum habeo. Itaque ad proelium vos parate.” Sic incitatos ad corpora curanda dimisit.