"No seesion cookie" parameter has been added at the end of URL generated for BPS Web Interface by below SAP notes (BW 3.5 SP21&22). 

Note 1023893 - BPS Web: Connection time out / session cookie

Note 1132985 - Follow-on note for Note 1023893 - no sessioncookie

However when testing in SE80 or SICF, or creating iview in EP, cookie might cause issues. Then please manually add parameter "sap-syscmd=nocookie" at the end of URL.

Something else of BSP:

Stateful or Stateless Programming?:  http://help.sap.com/saphelp_nw04/helpdata/en/d5/6b113a2604c679e10000000a114084/frameset.htm