Many-body open quantum systems are exposed to an essentially uncontrollable environment that acts as a source of decoherence and dissipation. As the exact treatment of such models is generally unfeasible, it is favourable to formulate an approximate description by means of the dynamics of the reduced density operator of the system. When studying models with a weak coupling to a memoryless environment, the existence of such solution is granted and the reduced dynamics is governed by the Lindblad quantum master equation. In recent years, open quantum systems have evolved into a major field of studies. Focus of these studies are the characterization of emergent phenomena and dissipative phase transitions, as well as the ongoing debate about whether quantum computing schemes are still hard to simulate classically --- and thus achieve quantum supremacy --- when in presence of some degree of noise-induced decoherence. However, the challenge posed by this task lies in the complexity of the density matrix that increases exponentially with the system size, and the quest for efficient numerical methods is a research field that is still in its infancy. Here, we first develop a real-time full configuration interaction quantum Monte Carlo technique that stems from a class of methods generally known as projector Monte Carlo. The approach enables the stochastic sampling of the Lindblad time evolution of the density matrix thanks to a massively parallel algorithm, thus providing estimates of observables on the non-equilibrium steady state. We present the underlying theory and introduce an initiator technique and importance sampling to reduce statistical error. We demonstrate the efficiency of the approach by applying it to the dissipative two-dimensional XYZ spin-1/2 model on a lattice. As the importance sampling of projector approaches is often combined with variational results, we then introduce a novel method that is based on the variational Monte Carlo methods and on a neural network representation of the density matrix. Thanks to the stochastic reconfiguration scheme, the application of the variational principle is translated into the actual integration of the Lindblad quantum master equation. We test the effectiveness of the method by modeling the steady state of the dissipative two-dimensional XYZ spin-1/2 model through a dissipative phase transition, and also the real-time dynamics of the dissipative Ising model. In addition, we discuss the application of the developed methods and the open questions of the field.