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People use the word strategy in a variety of different contexts. The term has connotations ranging from statesmanship to economic planning, and has become pervasive in the social sciences. We also talk about "problem solving strategies" and "corporate strategy" in a large business enterprise. The concept of strategy applies whenever a sequence of goal-oriented actions is based on large-scale and long-range planning. This monograph gives a systematic overview of the theory of strategies, a new area of enquiry developed over the past two decades by the author and his team. The projects described have clearly defined research objectives and are based on realistic assumptions about the environments in which the programming systems will work, and about the constraints and requirements they have to satisfy. Applications of the systems range over various aspects of air traffic control, automatic verification and validation of discrete-event simulation models, econometric model building, distributed planning systems for manufacturing, control of traffic lights, and others. The book is aimed at researchers, teachers and students in computer science, management science and certain areas of engineering. The reader should have some maturity in computer science and mathematics, and familiarity with the basic concepts of artificial intelligence.