Monte Carlo simulations of a system whose action has an imaginary part are considered to be extremely difficult. We propose a new approach to this 'complex-action problem', which utilizes a factorization property of distribution functions. The basic idea is quite general, and it removes the so-called overlap problem completely. Here we apply the method to a nonperturbative study of superstring theory using its matrix formulation. In this particular example, the distribution function turns out to be positive definite, which allows us to reduce the problem even further. Our numerical results suggest an intuitive explanation for the dynamical generation of 4d space-time.