George Polya, an eminent mathematician defines it as an act to:
 find a way where none is known;
 find a way out of difficulty;
 find a way around an obstacle;
 attain a desired end that is not immediately attainable by direct means.
What is a problem?
A problem is an inability to proceed directly to a solution despite an awareness of the situation and an interest in resolving it.
The following are examples of different types of problems:
 A word problem
 A problem in symbolic form
 A nonroutine or unfamiliar problem (as in puzzles or logic problems)
 A real world problem
 An investigative problem
