Optimal design of experiments with anticipated pattern of missing observations

We propose a general method of designing an experiment when there are potentially failing trials. We use polynomial models and the Michaelis-Menten model as examples and construct different types of optimal designs under a broad class of response probability functions. We show that the usual optimal designs, that assume all observations are available at the end of the experiment, can be quite inefficient if the anticipated missingness pattern is not accounted for at the design stage. We also investigate robustness properties of the proposed designs to specification of their nominal values and the response probability functions.