Largest-first sequential selection with a sum constraint

Largest-first sequential selection with a sum constraint

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Article ID: iaor1991744
Country: Netherlands
Volume: 9
Issue: 3
Start Page Number: 141
End Page Number: 146
Publication Date: May 1990
Journal: Operations Research Letters
Authors: , , ,
Abstract:

Scan the order statistics XÅ(1Å)≥XÅ(2Å)≥ëëë≥XÅ(nÅ) of n independent samples from U[0,1] in the order listed. The i-th number scanned, XÅ(iÅ), is selected if and only if the sum of XÅ(iÅ) and the numbers already selected out of the first i-1 is no greater than 1. Let N(n) denote the total number selected. The authors prove that NÅ••limnÅ⇒Å•E[N(n)]=1+ΣkÅ≥1E[N(k)]/2k’+1•5/3, and that ℝNÅ•-E[N(n)]ℝ•n2’-n. The 5/3 bound is close; numerical evaluation of a recursive formula shows that NÅ•=1.64659337±3×10’-8. Similar convergence results are obtained for the function W(n)=1-S(n), where S(n) is the sum of the items selected.

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