Advanced optimization techniques, based on analogies related to physical systems rather than on classical mathematical theory, are becoming more widely used than ever before. One such type of technique is simulated annealing, a Monte Carlo (stochastic) method. Although it has been used primarily for the solution of combinatorial optimization problems, it is just starting to be applied to problems with continuous domains as well as to linear programming problems.This dissertation investigates the simulated annealing technique and its application to problems other than those of the combinatorial optimization type. The first problem implements a modified simulated annealing type algorithm for the solution of a dynamic control problem in positi...