  Infinite dimensional moment problems have a long history in diverse applied
areas dealing with the analysis of complex systems but progress is hindered by
the lack of a general understanding of the mathematical structure behind them.
Therefore, such problems have recently got great attention in real algebraic
geometry also because of their deep connection to the finite dimensional case.
In particular, our most recent collaboration with Murray Marshall and Mehdi
Ghasemi about the infinite dimensional moment problem on symmetric algebras of
locally convex spaces revealed intriguing questions and relations between real
algebraic geometry, functional and harmonic analysis. Motivated by this
promising interaction, the principal goal of this paper is to identify the main
current challenges in the theory of the infinite dimensional moment problem and
to highlight their impact in applied areas. The last advances achieved in this
emerging field and briefly reviewed throughout this paper led us to several
open questions which we outline here.
