Résumé : The AdS/CFT correspondence is one of the most important discoveries in theoretical physics in recent years. It states that certain quantum mechanical theories can actually be described by classical gravity in one higher dimension, in a spacetime called anti-de Sitter (AdS) space. This means that to compute any measurable quantity in the quantum theory, we can instead do a computation in classical general relativity, and vice versa. What makes this duality so useful is that it relates theories with weak coupling to theories with strong coupling and thus provides a new tool for tackling strongly coupled quantum field theories, which are notoriously difficult to handle using conventional methods. Originally discovered in the context of string theory, this duality has now found a wide range of applications, from condensed matter physics to high temperature plasmas in quantum chromodynamics (QCD).During the course of my PhD I have mostly studied time dependent processes, in particular thermalization processes, in quantum field theories using the AdS/CFT correspondence. On the gravity side, this is dual to dynamical formation of black holes from the collapse of matter fields. By studying the gravitational collapse process in detail, we can then draw conclusions about the dynamical formation of a thermal state in the dual quantum field theory. Certain quantum field theories (such as QCD) enjoy a property called confinement, which in the case of QCD states that quarks can not be isolated. Using mostly numerical methods, I have studied how confinement affects thermalization in quantum field theories. We found that sometimes the system never thermalizes and field theory observables undergo interesting quasiperiodic behaviour. In another line of research, I have studied formation of black holes in three dimensions which due to the simplified nature of three-dimensional gravity can be done using analytical methods. This has led to the discovery of new solutions of three-dimensional gravity corresponding to the formation of black holes without spherical symmetry, which can provide a deeper understanding of thermalization in two-dimensional quantum field theories. In a third line of research, I have studied higher spin gravity in three dimensions, an exotic extension of three-dimensional gravity which includes fields with spin higher than two, and found a new method to construct black hole solutions carrying higher spin charge.