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.
I don't understand the point of your comment. It should have been clear from the context that by "dealing with uncertainty in mathematics" I did not mean things like proving or disproving a conjecture, thus resolving its uncertainty, but rather how to make bets involving mathematical statements that we don't know how to either prove or disprove. Are you saying that the latter is not an important problem, or just that you don't like that I'm using the phrase "dealing with uncertainty in mathematics" to refer to it?
You don't have to resolve all of uncertainty in one go. For example, you could restrict a function to part of a domain, thus deciding that it is only this part that you are interested in, instead of the whole thing.
What you seem to mean is non-rigorous methods for making uncertain conclusions about mathematical structures. It is about dealing with uncertainty about mathematics on non-mathematical level of rigor. Correct?