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This book is a wide-ranging survey of the physics of out-of-equilibrium systems of correlated electrons, ranging from the theoretical, to the numerical, computational and experimental aspects. It starts from basic approaches to non-equilibrium physics, such as the mean-field approach, then proceeds to more advanced methods, such as dynamical mean-field theory and master equation approaches. Lastly, it offers a comprehensive overview of the latest advances in experimental investigations of complex quantum materials by means of ultrafast spectroscopy.