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.
Here are some papers I found recently that seem to represent the state of the art on the issue of how to deal with uncertainty in mathematics. None of them really get very far beyond "let's try to apply probability theory", but at least the problem is not being completely ignored by mathematicians and philosophers.
One could say that most of math is already about uncertainty: when you have a system and ways of refining it, it is in a way a form of applying knowledge to resolve uncertainty. For example, applying a function to a parameter, or combining morphisms. A lot of analysis is about approximation or representing systems that expect future observations. It is a very narrow sense of "dealing with uncertainty" that would require going to the fringe.