Are you sure? That doesn't sound like Dostoevsky to me. Do you know where he said it?

Crime and Punishment doesn't fit that rule (except perhaps as a moral journey). Notes From Underground doesn't fit it, and so on. The Double, on the other hand, which was the second thing he wrote and one of the best comic novels ever, is a classic #2. I highly recommend The Double!

Edit: I suppose you could say the Odyssey is a prototype of #1 and the Iliad of #2. It's an amusing principle. But I'd bet money (well, five bucks) that it isn't Dostoevsky's. Dostoevsky is more the kind of writer who, if you gave him a list of all possible types of stories, would immediately set out to write one that didn't fit the list. Just to spite list-makers.