1.Introduction.- 2. Motivation.- 3.Locally Optimal Designs.- 4.Static Design.- 5.Sequential Designs.- 6.Approximate Confidence Regions.- 7.Working with Data: Simulation Studies.- 8.A Case Study: Optimal Designs in Rythmometry.- 9.Discussion.- References.- A1.Caratheodory's Theorem.- A2.Silvapulle's Theorem.- A3.Conditional Inverse.- A4.Simulation I Results, Tables 7.1 - 7.5.- A5.Simulation II Results, Tables 7.7 - 7.14.