OPEN
Let $R(n;k,r)$ be the smallest $N$ such that if the edges of $K_N$ are $r$-coloured then there is a set of $n$ vertices which does not contain a copy of $K_k$ in at least one of the $r$ colours. Prove that there is a constant $C=C(r)>1$ such that $R(n;3,r) < C^{\sqrt{n}}.$
Conjectured by Erdős and Gyárfás, who proved the existence of some $C>1$ such that $R(n;3,r)>C^{\sqrt{n}}$. Note that when $r=k=2$ we recover the classic Ramsey numbers. Erdős thought it likely that for all $r,k\geq 2$ there exists some $C_1,C_2>1$ (depending only on $r$) such that $C_1^{n^{1/k-1}}< R(n;k,r) < C_2^{n^{1/k-1}}.$ Antonio Girao has pointed out that this problem as written is easily disproved, and indeed $R(n;3,2) \geq C^{n}$:

The obvious probabilistic construction (randomly colour the edges red/blue independently uniformly at random) yields a 2-colouring of the edges of $K_N$ such every set on $n$ vertices contains a red triangle and a blue triangle (using that every set of $n$ vertices contains $\gg n^2$ edge-disjoint triangles), provided $N \leq C^n$ for some absolute constant $C>1$. This implies $R(n;3,2) \geq C^{n}$, contradicting the conjecture.

Perhaps Erdős had a different problem in mind, but it is not clear what that might be. It would presumably be one where the natural probabilistic argument would deliver a bound like $C^{\sqrt{n}}$ as Erdős and Gyárfás claim to have achieved via the probabilistic method.