Associate Professor

Ph.D., Harvard University

phone: (617) 353-2839
email: vakili@bu.edu
division website: http://www.bu.edu/se
office: 15 St. Mary’s Street, EMB 126

Research Interests

Modeling, analysis, optimization and control of stochastic systems * Development of efficient Monte Carlo methods for performance and sensitivity evaluation and optimization * Development of efficient computational methods for computational finance and computational biology * Analysis and optimization of investment decisions in New Product Development * Financing and contract design for grid-connected green distributed resources

Professor Vakili teaches undergraduate courses in simulation and statistical quality control and graduate courses in Stochastic Processes and optimization. His research interests include modeling, analysis, optimization and control of stochastic systems with emphasis on efficient Monte Carlo methods, Computational finance; Computational structural biology with emphasis on protein docking; Analysis and optimization of investment decisions of firms in product and technology development;  Financing and contract design to promote widespread adoption of grid-connected renewable distributed energy and services.

Professor Vakili is a faculty member and Associate Head of the Division of Systems Engineering and a member of Center for Computational Science at Boston University.  He is an Associate Editor of Automatica and he has been on the organizing committees of several international conferences.

Selected Publications

• Zhao G., and Vakili P., “Monotonicty and Stratification,” Proceedings of the 2008 Winter Similation Conference, pp. 313-319, Dec 2008.
• Borogovac T., and Vakili P., “Control Variate Technique: A Constructive Approach,” Proceedings of the 2008 Winter Similation Conference, pp. 320-327, Dec 2008.
• Shen Y., Paschalidis I.C., Vakili P., and Vajda S., “Protein Docking by the Underestimation of Free Energy Funnels in the Space of Encounter Complexes,” PLoS Computational Biology 4(10): e1000191.  Doi: 10.1371/journal.pcbi.1000191, Oct. 2008.
• P. Vakili, G. Zhao, and T. Borogovac, “Structured Database Monte Carlo (SDMC): A New Efficient Simulation Strategy,” Proceedings of the NSF Engineering Research and Innovation Conference, Knoxville, TN, Jan. 2008.
• Shen Y.,Vakili P., Vajda S., and Paschadilis I.C., “Optimizing Noisy Funnel-like Functions on the Euclidean Group with Applications to Protein-Docking,” Proceedings of the 46^th IEEE Conference on Decision and Control, pp. 4545-4550, Dec. 20007.
• Zhao G., Borogovac P., and Vakili P., “Efficient Estimation of Option Price and Price Sensitivities via Structured Database Monte Carlo (SDMC),” Proceedings of the 2007 Winter Simulation Conference, pp. 984-991, Dec. 2007.
• Zhao G., Vakili P., and Borogovac T., “Structured Database Monte Carly (SDMC): A New Efficient Simulation Strategy,” Proceedings of the 2007 INFORMS Simulation Society Research Workshop, Fontainebleau, France, pp. 90-93, July 2007.
• Paschadilis I. Ch., Shen Y., Vajda S., and Vakili P., “SDU: A Semi-Definite Programming-based Underestimation Method for Stochastic Global Optimization in Protein Docking,” IEEE Transactions on Automatic Control, Vol. 52, No. 4, pp. 664-676, April 2007.