The answer was obvious, of course there are problems that CUDA isn't good for.
One example is Chess. The classic case of answering the question as to whether a move is legal, cannot be solved without the move history information, or the current board state.
For example, the sequence
1.e4 e5 2.Nf3 Nc6 3.Bc4 Qxa1
has an obvious illegal move, Qxa1. There is no real point in making a thread for each move individually
because the state of the board before Qxa1 determines the moves legality. The same is true for many types of state machine, and also for things similar to state machines, including Markov chains.
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