The standard Non-LTE problem consists in calculating the atomic level populations that are consistent with the intensity of the radiation field generated within any given stellar atmospheric model. In contrast, the Non-LTE problem of the second kind is, indeed, like an ``algebraic Annapurna'': it requires to calculate the diagonal and non-diagonal elements of the atomic density matrix (associated to each level i of total angular momentum Ji) that are consistent with the intensity and polarization of the radiation field generated within the (generally magnetized) stellar atmospheric model under consideration. After arguing why this problem is of real astrophysical interest, I will introduce the relevant equations and the basic anisotropic radiation pumping processes. Finally, I will show how to solve efficiently Non-LTE problems of the second kind via the development and application of fast iterative methods and accurate formal solvers of the Stokes vector transfer equation.