1-D set cover optimisation with connected subsets Given a 1-D universe $U$ (e.g. $\mathbb{Z}$) and a set-of-sets $\pmb{S}$, where each element of $\pmb{S}$ is a closed, connected subset of $U$ (e.g. $[a .. b]$ given $ a,b\in\mathbb{Z}$) and $\bigcup\pmb{S}=U$, what is the quickest way to find $\pmb{S}^*\subseteq \pmb{S}$ with the smallest cardinality such that $\bigcup \pmb{S}^* = U$?

In other words, is there a fast 1-D set cover optimisation algorithm given that the sets you're working from are closed-connected?

It seems to me that the naive greedy set cover will in fact be optimal here, but I'm not expert enough to prove it. Can anyone think of a counter-example?
The leftmost point must be covered by some interval. There is no harm in picking the longest interval that covers the leftmost point. Then iterate (after removing the interval and all covered points from the instance).

This is the well-known greedy algorithm for the "Interval Point Cover" problem;
see for instance the course page by Andranik Mirzaian for a full analysis.