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
- 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.