The Bruss-robertson Inequality: Elaborations, Extensions, and Applications
نویسنده
چکیده
The Bruss-Robertson inequality gives a bound on the maximal number of elements of a random sample whose sum is less than a specified value. The extension of that inequality which is given here neither requires the independence of the summands nor requires the equality of their marginal distributions. A review is also given of the applications of the Bruss-Robertson inequality, especially the applications to problems of combinatorial optimization such as the sequential knapsack problem and the sequential monotone subsequence selection problem.
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