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The electrical discharge machining process (EDM) was discovered in the 1950s, and was then used essentially to destroy unrecoverable damaged screws. Since then, huge progress has been achieved in making this process reliable and able to perform the most complex machining operations on the most sophisticated materials. Two main processes use electrical discharge machining. First, Die Sinking EDM (DSEDM) in which an electrode, moved along a usually vertical axis, makes an imprint into a mechanical element ; second, Wire EDM (WEDM), uses a wire as an electrode and makes it possible to perform cut operations. Two specific aspects of the EDM process make it particularly challenging for optimization. First, the process evolves with the machining position. In the DSEDM process, where the electrode sinks deeply into the material, the fragments spawn by erosion (contamination) are trapped, thus modifying the sparking conditions. In the WEDM process, the main factors that drive the evolution of the process are the machining operations. Second, the measurements are very noisy, which is due to underlying, mainly random, physical phenomenon ; this is particularly true to spark triggering. The process evolution influences the single criterion to be minimized : total machining time. However, the latter is only known once the operations are completed. As a result, the whole history of manipulated variables influences the final criterion to minimize in this case of dynamic optimization. A major contribution of this work is a proof that a first-order model of the DSEDM process, with the machining position as a state variable, makes it possible to transform a dynamic optimization problem into a static optimization problem. The tools used in this demonstration are Pontryagin's Minimum Principle as well as Parametric Programming. The conclusion is that in order to achieve minimum machining time, maximum speed must be sought all along the trajectory. The online search for maximum speed is another important contribution of this thesis. Noisy efficiency functions are, indeed, known to be a significant challenge to the reliability of optimization algorithms. To address this issue the Golden Ratio Search and the Nelder-Mead Simplex algorithms were chosen as the starting point, as they do not rely explicitly on the gradient of the efficiency function. The addition of a further dilation condition makes these algorithms more effective in stochastic mode. This condition is based on the detection of contradictory measurement samples as compared to the shape of the efficiency function, which is assumed to be unimodal. As a result of this modification, the density of the final optimization points is well centred relative to the theoretical optimum, and dispersion is small. Moreover, the size of the search region for both algorithms never approaches zero. Consequently, as the machining conditions evolve, the optimizer can target a new optimum. This adaptability proves to be a significant improvement over existing algorithms. In the case of the DSEDM process, a simple model of the efficiency surface as a function of the control variables, which has been calibrated on sample measures, has allowed for a validation of the static optimization. For the WEDM process, conclusive results for the modified algorithms have been obtained both by simulation and during machine-based tests.