CoSy zoom seminarie 16/02/2021
- Datum
- 16 februari 2020, kl. 12.15–13.00
- Plats
- Ångströmlaboratoriet, Zoom: https://uu-se.zoom.us/j/64559454781
- Typ
- Seminarium
- Föreläsare
- Erik Ekström
- Webbsida
- http://doit.medfarm.uu.se/kurt18437
- Kontaktperson
- Benjamin Meco
Titel: A fraud detection problem
Abstract: We consider the detection of a so-called salami slicing
strategy, where a possible fraudster steals at a small rate in order to
avoid detection. Mathematically, this is formulated as a stochastic game
of control and stopping. In the talk we introduce (via examples) the
different ingredients needed
for its solution: game theory, stochastic filtering, stochastic control,
and stopping theory.