Citing a range of papers using numeric keys as in \cite{a, b, c} -> [1-3]

The cite, natbib, and biblatex packages, at least, will all do this.

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A minimal example which demonstrates the behaviour is:

\documentclass{article}
\begin{document}
hello \cite{article-full,book-full,mastersthesis-full}
\bibliographystyle{unsrt}
\bibliography{xampl}
\end{document}

If you have basic bibliography needs, adding \usepackage{cite} will produce the desired behaviour.

If you have more complex bibliography needs, nowadays I recommend biblatex as a first choice, although natbib has a long and distinguished history in this space and is possibly a better option if you want a more ‘stable’ solution.

For biblatex, you would now write this example as:

\documentclass{article}
\usepackage[style=numeric-comp]{biblatex}
\bibliography{xampl}
\begin{document}
hello \cite{article-full,book-full,mastersthesis-full}
\printbibliography
\end{document}

Noting that you need to process the bibliography using biber instead of bibtex. (You can use bibtex by adding backend=bibtex to the package options, but I'm not sure if that is currently recommended for new documents.)

If you are using natbib, a minimal example would be:

\documentclass{article}
\usepackage[numbers,sort&compress]{natbib}
\begin{document}
hello \citep{article-full,booklet-full,mastersthesis-full}
\bibliographystyle{unsrtnat}
\bibliography{xampl}
\end{document}

if you add

\usepackage[numbers,sort&compress]{natbib}

to your preamble, you should get the expected result.

Using biblatex, sorting and compressing numeric keys is achieved with

\usepackage[style=numeric-comp]{biblatex}