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For example, the Carath\u00e9odory problem in the Herglotz--Agler class or the Carath\u00e9odory--Fej\u00e9r problem in the Schur--Agler class were considered by \\textit{J.~A.\\ Ball, W.~S.\\ Li, D.~Timotin} and \\textit{T.~T.\\ Trent} in [Indiana Univ.\\ Math.\\ J.\\ 48, No.~2, 653--675 (1999; Zbl 0953.32010)], by \\textit{J.~Eschmeier, L.~Patton} and \\textit{M.~Putinar} in [Math.\\ Res.\\ Lett.\\ 7, No.~1, 25--34 (2000; Zbl 0953.41024)] and by \\textit{H.~J.\\ Woerdeman} in [Integral Equations Oper.\\ Theory 42, No.~2, 229--242 (2002; Zbl 1017.47013)].   The author formulates these problems in the non-commutative Herglotz--Agler class \\({\\mathcal H}{\\mathcal A}_N^{nc}({\\mathcal Y})\\) (introduced in the paper) and in the non-commutative Schur--Agler class \\({\\mathcal S}{\\mathcal A}_N^{nc}({\\mathcal U},{\\mathcal Y})\\) (introduced by \\textit{J.~A.\\ Ball, G.~Groenewald} and \\textit{T.~Malakorn} in [``The state space method. Generalizations and applications'', Oper.\\ Theory Adv.\\ Appl.\\ 161, 179--224 (2006)]), respectively, and provides criteria for their solvability.  More precisely, given an admissible set \\(\\Lambda\\) (in a certain free semigroup \\({\\mathcal F}_N\\) with \\(N\\) generators and neutral element \\(\\varnothing\\)) and a family \\(\\{c_w\\}_{w\\in\\Lambda}\\subset{\\mathcal L}({\\mathcal Y})\\) with \\(c_\\varnothing\\geq 0\\), resp.\\ a family \\(\\{s_w\\}_{w\\in\\Lambda}\\subset{\\mathcal L}({\\mathcal U},{\\mathcal Y})\\), there exists a solution to the Carath\u00e9odory problem in \\({\\mathcal H}{\\mathcal A}_N^{nc}({\\mathcal Y})\\), resp.\\ to the Carath\u00e9odory--Fej\u00e9r problem in \\({\\mathcal S}{\\mathcal A}_N^{nc}({\\mathcal U},{\\mathcal Y})\\), i.e., a formal power series \\(f\\) in \\({\\mathcal H}{\\mathcal A}_N^{nc}({\\mathcal Y})\\), resp.\\ in \\({\\mathcal S}{\\mathcal A}_N^{nc}({\\mathcal U},{\\mathcal Y}\\)), with coefficients \\(\\{f_w\\}_{w\\in{\\mathcal F}_N}\\), such that  \\[  f_\\varnothing={c_\\varnothing\\over 2},\\quad f_w=c_w\\;(w\\in\\Lambda\\setminus\\{\\varnothing\\}), 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