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arXiv · 2403.02245

Dynamic programming principle in cost-efficient sequential design: optimal update scheduling under cost constraints

Jeongmin Han·Juha Karvanen·Mikko Parviainen
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Abstract

We study sequential cost-efficient design in a situation where each update of covariates involves a fixed time cost typically considerable compared to a single measurement time. The problem arises from parameter estimation in switching measurements on superconducting Josephson junctions which are components needed in quantum computers and other superconducting electronics. In switching measurements, a sequence of current pulses is applied to the junction and a binary voltage response is observed. The measurement requires a very low temperature that can be kept stable only for a relatively short time, and therefore it is essential to use an efficient design. We use the dynamic programming principle from the mathematical theory of optimal control to solve the optimal update times. Specifically, we give a formulation for $D$-optimal experimental design based on the dynamic programming principle with a binary response model. Our simulations demonstrate the cost-efficiency compared to the previously used methods.

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Jeongmin Han, Juha Karvanen, Mikko Parviainen. 2024-03-04. Dynamic programming principle in cost-efficient sequential design: optimal update scheduling under cost constraints. https://arxiv.org/abs/2403.02245

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