"Supersymmetry provides an invaluable tool for quantitatively exploring a large variety of non-perturbative phenomena arising in gauge theories and gravitation. This proposal intends to exploit this fact to make significant progress on three important topics in theoretical physics, namely, black holes, strongly-coupled gauge fields, and instantons and supersymmetry breaking. Besides supersymmetry, there is a variety of cross-links between these topics, as well as joint applications. The specific objectives of the proposal are as follows. The first objective concerns the determination of supersymmetric black hole entropy for finite electric and magnetic charges, improving our understanding of critical aspects of the field-theoretic description of the entropy, in direct confrontation with the results based on the counting of microscopic states. The second objective is a construction of the exact spectrum of quantum strings moving in an anti-de Sitter space-time, which, according to the gauge-string correspondence, yields the spectrum of a corresponding dual supersymmetric gauge theory. Deforming the anti-de Sitter space will then lead to stringy descriptions of non-perturbative phenomena in a generic gauge theory with a confining phase. The third objective pertains to instantons and their implications for phenomenologically viable string compactifications on spaces with generalized geometries, which include background electric and magnetic fields. An instanton calculus will be developed to improve the understanding of non-perturbative string theory and its implication for moduli stabilization and supersymmetry breaking."