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Many applications of artificial intelligence to practical problems in industry require systems that run continuously and in real time. The paper describes our experiences from developing a number of such systems in the domains of air defence, ship positioning and online monitoring and diagnosis. The problems that arose in these systems were due to the inherent dynamism, time and space limitations on the processing possible, uncertainty over the current state of the world, resource limitations and several others. The characteristics of these problems are described in the paper along with their implications for choosing suitable AI techniques. A common theme in the applications we have studied is the loop of plan generation, monitoring, diagnosis and replanning; examples of how these processes can be performed are given and some of the possible pitfalls indicated. No claims are made for a universal panacea for the problems in these difficult domains, but techniques which have proved useful are given. The paper does not aim to be a complete dissertation on the subject of real-time AI systems but should provide a usable introduction.