The Bruss-Robertson Inequality: Elaborations, Extensions, and Applications
Journal Title: Mathematica Applicanda. Annales Societatis Mathematicae Polonae Series III . - Year 2016, Vol 44, Issue 1
Abstract
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, and 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 to 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.
Authors and Affiliations
J. Michael Steele
Keywords
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- EP ID EP180433
- DOI 10.14708/ma.v44i1.817
- Views 69
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