  We propose a method for Monte Carlo simulations of systems with a complex
action. The method has the advantages of being in principle applicable to any
such system and provides a solution to the overlap problem. We apply it in
random matrix theory of finite density QCD where we compare with analytic
results. In this model we find non--commutativity of the limits $\mu\to 0$ and
$N\to\infty$ which could be of relevance in QCD at finite density.
