1. Introduction.- 2. Elements of Radiative-Transfer Theory Used in Monte Carlo Methods.- 3. General Questions About the Monte Carlo Technique for Solving Integral Equations of Transfer.- 4. Monte Carlo Methods for Solving Direct and Inverse Problems of the Theory of Radiative Transfer in a Spherical Atmosphere.- 5. Monte Carlo Algorithms for Solving Nonstationary Problems of the Theory of Narrow-Beam Propagation in the Atmosphere and Ocean.- 6. Monte Carlo Algorithms for Estimating the Correlation Function of Strong Light Fluctuations in a Turbulent Medium.- References.