This volume contains the text of four sets of lectures delivered at the third session of the Summer School organized by C.I.M.E. (Centro Internazionale Matematico Estivo). These texts are preceded by an introduction written by C. Cercignani and M. Pulvirenti which summarizes the present status in the area of Nonequilibrium Problems in Many-Particle Systems and tries to put the contents of the different sets of lectures in the right perspective, in order to orient the reader. The lectures deal with the global existence of weak solutions for kinetic models and related topics, the basic concepts of non-standard analysis and their application to gas kinetics, the kinetic equations for semiconductors and the entropy methods in the study of hydrodynamic limits. CONTENTS: C. Cercignani, M. Pulvirenti: Nonequilibrium Problems in Many-Particle Systems. An Introduction.- L. Arkeryd: Some Examples of NSA in Kinetic Theory.- P.L. Lions: Global Solutions of Kinetic Models and Related Problems.- P.A. Markowich: Kinetic Models for Semiconductors.- S.R.S. Varadhan: Entropy Methods in Hydrodynamic Scaling.