The $K$-moment problem originates in Functional Analysis: for a linear functional $L$ on $R[X_1,...,X_n]$, one studies the problem of {it representing $L$ via integration}. That is, one asks whether there exists a measure $mu$ on Euclidean space $R^n$, supported by some given (basic closed semi-algebraic) subset $K$ of $R^n$, such that for every $f in R[X_1,...,X_n]$ we have $L(f) = int f dmu$. Via Haviland's Theorem, the $K$-moment problem is closely connected to the problem of {it representing positive (semi)definite polynomials on $K$}. This representation question goes back to Hilbert (Hilbert's 17th Problem and its solution by Artin and Schreier). A very general solution was given in Stengle's Positivstellensatz, which heavily relies on the use of Tarski's Transfer Principle. In his solution of the Moment Problem for compact $K$, Schmudgen (1991) exploits this connection, and proves that a surprisingly strong version of the Positivstellensatz holds in the compact case. Schmudgen's result provides a strong motivation to study refined versions of the Positivstellensatz. Following rapidly on his work, several generalizations of his results were worked out. In this talk, we provide a brief account of these developments, concluding with our contribution to extend Schm``udgen's Theorem to non-compact semi-algebraic sets.