Open problems are clearly defined problems1 that have not been solved. In older fields, such as Mathematics, the list is rather intimidating. Rationality, on the other, seems to have no list.
While we have all of us here together to crunch on problems, let's shoot higher than trying to think of solutions and then finding problems that match the solution. What things are unsolved questions? Is it reasonable to assume those questions have concrete, absolute answers?
The catch is that these problems cannot be inherently fuzzy problems. "How do I become less wrong?" is not a problem that can be clearly defined. As such, it does not have a concrete, absolute answer. Does Rationality have a set of problems that can be clearly defined? If not, how do we work toward getting our problems clearly defined?
See also: Open problems at LW:Wiki
1: "Clearly defined" essentially means a formal, unambiguous definition. "Solving" such a problem would constitute a formal proof.
Suppose you test Fermat's Last Theorem for n up to 10^10, and don't find a counterexample. How much evidence does that give you for FLT being true? In other words, how do you compute P(a counterexample exists with n<=10^10 | FLT is false), since that's what's needed to do a Bayesian update with this inductive evidence? (Assume this is before the proof was found.)
I don't dispute that mathematicians do seem to reason in ways that are similar to using probabilities, but I'd like to know where these "probabilities" are coming from and whether the reasoning process really is isomorphic to probability theory. What you call "heuristic" and "intuition" are the results of computations being done by the brains of mathematicians, and it would be nice to know what the algorithms are (or should be), but we don't have them even in an idealized form.
The most influential books on the topic I know of are Mathematics and Plausible Reasoning Volume I: Induction and Analogy in Mathematics, and Mathematics and Plausible Reasoning Volume II: Patterns of Plausible Reasoning (amazon link) by George Pólya.