I have been working on a problem while writing up, however this problem is not complete and I don't have time to finish it before I submit. Has anyone ever put incomplete work into their thesis and said this is interesting for futrue research or something like that?

Absolutely - this is the whole point of research!

I had thought that, but then I thought it might look bad because it's not finished.

======= Date Modified 02 Nov 2009 15:54:29 =======
You can't put everything in your thesis.

I have a number of research areas where I say something along the lines of... XZY is a problem, but XZY requires substantive research in its own right, or constitutes a research area beyond the scope of this thesis etc.

I agree with Missspacey, but I suppose if it fits well in the future research section, you could mention it with more than a sentence, i.e. a paragraph, saying something along the lines of "initial results indicate that x..."

Also, consider whether you would want to be asked questions about this in your viva - if not really, then dont include it.