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  <front>
    <journal-meta />
    <article-meta>
      <title-group>
        <article-title>A Kinetic Model of the Dynamics of Compromise in Large Multi-Agent Systems</article-title>
      </title-group>
      <contrib-group>
        <aff id="aff0">
          <label>0</label>
          <institution>Federico Bergenti, Stefania Monica Dipartimento di Scienze Matematiche, Fisiche e Informatiche Universita` degli Studi di Parma</institution>
          ,
          <addr-line>43124 Parma</addr-line>
          ,
          <country country="IT">Italy</country>
        </aff>
      </contrib-group>
      <fpage>27</fpage>
      <lpage>32</lpage>
      <abstract>
        <p>-Compromise is one of the primary phenomena that govern the dynamics of the opinion in multi-agent systems. In this paper, compromise is isolated from other phenomena, and it is studied using a statistical framework designed to investigate collective properties of large multi-agent systems. The proposed framework is completed with the details needed to model compromise, and differential problems which describe the dynamics of the opinion under suitable hypotheses are presented. Long-time asymptotic solutions of obtained differential problems are discussed to confirm that compromise makes multi-agent systems tend to reach consensus. It is proved that compromise makes all agents tend to share the same opinion, and that the value of the asymptotic opinion can be expressed in terms of the characteristics of the multi-agent system and of the initial distribution of the opinion. Obtained analytic results are confirmed by independent simulations in an illustrative case.</p>
      </abstract>
    </article-meta>
  </front>
  <body>
    <sec id="sec-1">
      <title>I. INTRODUCTION</title>
      <p>The study of the multiple aspects of opinion formation in
multi-agent systems is an important research topic that finds
applications in various fields, e.g., control theory, robotics,
biology, sociology, and artificial intelligence. Usually, the study
of opinion formation in multi-agent systems assumes that each
agent has an opinion on a given topic, and that the opinion can
be expressed in terms of a value in a suitable range. Agents
interact by exchanging messages on a discussed topic, and
interactions make agents change their opinions. Interactions
are typically described by suitable interaction rules [1] that
model how each interaction changes the opinions of involved
agents. Interaction rules take into account the sociological
phenomena that describe how agents form their opinions, and
they model the dynamics of the opinion of each agent. When
the number of agents in the considered multi-agent system is
large, the study of the dynamics of the opinion of each agent
is not feasible, and the analysis of collective properties of the
opinion of the multi-agent system as a whole is preferred. Such
collective properties are typically investigated using statistical
approaches that account for the dynamics of the opinion in
terms of the long-time asymptotic dynamics of aggregate
values, like the average opinion and the variance of the opinion.
The literature already proposes various approaches to study the
dynamics of collective properties of the opinion, which include
those based on thermodynamics [2], on Bayesian networks [3],
on gossip protocols [3], on flocking models [4], on graph
Laplacians [5], and on cellular programming [6], [7].</p>
      <p>In this paper, the long-time asymptotic behaviour of the
collective dynamics of the opinion in multi-agent systems is
studied using the very general approach proposed by
mathematical kinetic theories (e.g., [8] and referenced literature),
which are intended to investigate the collective properties of
groups of interacting peers. The prototypical example of a
mathematical kinetic theory is the classic kinetic theory of
gases, which studies collective properties of gases, like
temperature and pressure, starting from the details of interactions
among molecules (or atoms, for noble gases). When studied
gases are made of different types of molecules, classic kinetic
theory of gases is normally generalized to the kinetic theory of
gas mixtures, which is another mathematical kinetic theory that
accounts for gases with molecules with different properties.
A rather obvious parallelism between the molecules of a gas
and the agents of a multi-agent system can be drawn to adopt
generalisations of the kinetic theory of gases to study collective
properties of multi-agent systems. This has already been done,
e.g., in [9], where the similarity between the distribution of
wealth in a simple economy and the density of molecules in
a gas is studied, or in [10], where simple models of opinion
dynamics are studied. Note that besides the general framework
of mathematical kinetic theories, few results from the kinetic
theory of gases can be adapted to other contexts because the
details of the interaction rules which model collisions among
molecules in gases are significantly different from those of
the interaction rules that model cooperation and competition
among agents in multi-agent systems.</p>
      <p>The general framework of mathematical kinetic theories is
used in this paper to study the characteristics of
compromise [10], which is one of the most important phenomena that
govern the dynamics of the opinion in multi-agent systems.
The major contribution of this study is to generalise results
from the literature (e.g., [1], [11]) by allowing each agent to
have a specific propensity to change its opinion because of
interactions. Such a generalisation is important because it is
meant to model agents that act with some degree of autonomy.</p>
      <p>This paper is organized as follows. Section II completes the
generic framework of mathematical kinetic theories with the
details needed to model compromise, and it provides results
on the dynamics of compromise. Section III reports results of
illustrative simulations which confirm the behaviors predicted
by the proposed model of compromise. Finally, Section IV
concludes the paper and outlines future developments.</p>
      <p>II. A KINECTIC MODEL OF COMPROMISE</p>
      <p>The study of the dynamics of the opinion normally considers
a number of sociological phenomena that can be used to model
the behaviours of agents (e.g., [11] and referenced literature).
Among considered phenomena, some of the most extensively
studied are:</p>
      <p>Compromise: the tendency of agents to move their
opinions towards those of agents they interact with, trying to
reach consensus [10];
Diffusion: the phenomenon according to which the
opinion of each agent can be influenced by the social
context [12];
Homophily: the process according to which agents
interact only with those with similar opinions [13];
Negative influence: the idea according to which agents
evaluate their peers, and they only interact with those
with positive scores [14];
Opinion noise: the process according to which a random
additive variable may lead to arbitrary opinion changes
with small probability [15]; and
Striving for uniqueness: the phenomenon based on the
idea that agents want to distinguish themselves from
others and, hence, they decide to change their opinions
if too many agents share the same opinion [16].</p>
      <p>Models based on mathematical kinetic theories have already
been proposed in the literature to study all mentioned
phenomena analytically (e.g., [1], [11], [17]–[28], and referenced
literature). The major contribution of this paper with respect
to existing literature regards the possibility to consider agents
with different propensity to change their opinions because of
interactions with other agents. The paper studies a kinetic
framework that associates agents with some level of autonomy
by allowing each agent to have a specific propensity to change
its opinion because of interactions. Compromise is isolated
from all other phenomena and its dynamics is studied
quantitatively using the proposed framework. Note that the analytic
model described in this section can be enriched to incorporate
all mentioned phenomena by adding specific contributions to
adopted interaction rules, but such a generalization is not
discussed here.</p>
      <p>
        Starting from the pioneering work of De Groot [29], a key
ingredient of opinion models has been the idea of updating the
opinions of agents after an interaction by properly weighting
the pre-interaction opinions of all interacting agents. Here,
only binary interactions are considered, and an agent s with
opinion v 2 I is supposed to interact with another agent
r with opinion w 2 I, where I = [ 1; 1] without loss
of generality. For binary interactions, the post-interaction
opinions of the two interacting agents are assumed to depend
on the respective pre-interaction opinions as described by the
following interaction rules
( v = v
w = w
s;r(v
r;s(w
w)
v);
(
        <xref ref-type="bibr" rid="ref1">1</xref>
        )
where v and w are the opinions of agents s and r,
respectively, after the interaction. Observe that if n is the number
of agents in the multi-agent system, the considered model
involves n2 parameters f s;rgsn;r=1, where s;r measures the
propensity of a generic agent s to change its opinion in favor
of the opinion of another agent r. Note that, according to
(
        <xref ref-type="bibr" rid="ref1">1</xref>
        ), if s;r is nearly 0, agent s is not inclined to change its
opinions towards that of agent r. For this reason, values of
s;r close to 0 characterise skeptical agents. At the opposite,
if s;r ' 1=2, then v ' 1=2(v + w), and such a s;r can be
used to characterize agents that get easily convinced.
n
      </p>
      <p>
        The choice of parameters f s;rgs;r=1 is crucial to determine
the characteristics of the model, and it deserves further
discussions. First, note that post-interaction opinions v and w
still belong to interval I where opinions are defined because
jv j
jw j
(1
(1
s;r + s;r) maxfjvj; jwjg
r;s + r;s) maxfjvj; jwjg;
and, since maxfjvj; jwjg 1, it can be readily concluded that
jv j 1 and jw j 1. Then, from (
        <xref ref-type="bibr" rid="ref1">1</xref>
        ) it can be derived that
the difference of the opinions of two interacting agents after
an interaction is
where
v
w
= "rs(v
      </p>
      <p>
        w);
"rs = 1
( r;s + s;r):
(
        <xref ref-type="bibr" rid="ref2">2</xref>
        )
(
        <xref ref-type="bibr" rid="ref3">3</xref>
        )
(
        <xref ref-type="bibr" rid="ref4">4</xref>
        )
(
        <xref ref-type="bibr" rid="ref5">5</xref>
        )
(
        <xref ref-type="bibr" rid="ref6">6</xref>
        )
(
        <xref ref-type="bibr" rid="ref8">8</xref>
        )
Observe that the model aims at describing compromise, which
is the idea that the opinions of two interacting agents get
closer after an interaction, and from (
        <xref ref-type="bibr" rid="ref2">2</xref>
        ), such a requirement
corresponds to
jv
w j = j"rsjjv
wj
for values of "rs such that j"rsj 1. This condition can be
written in terms of the parameters of the model as
and it is certainly satisfied under the assumption that
0 &lt; s;r + r;s &lt; 2;
      </p>
      <p>0 &lt; s;r &lt; 1:
Under this assumption, it is reasonable to expect that, after
a sufficiently large number of interactions, all agents would
end up with the same opinion. In addition, a complete model
of compromise requires that if two agents with different
opinions interact, they tend to preserve their opinions. This
can be modelled by introducing the assumption that the
postinteraction opinion of an agent is normally closer to its
preinteraction opinion than to the pre-interaction opinion of the
agent it interacts with, which corresponds to the following
conditions</p>
      <p>
        jv vj &lt; jv wj and jw wj &lt; jw vj: (
        <xref ref-type="bibr" rid="ref7">7</xref>
        )
Observe that conditions (
        <xref ref-type="bibr" rid="ref6">6</xref>
        ) are not sufficient to guarantee
that inequalities (
        <xref ref-type="bibr" rid="ref7">7</xref>
        ) are satisfied. However, by imposing the
additional condition
0 &lt; s;r &lt;
it can be easily proved that the post-interaction opinion of an
agent is normally closer to its pre-interaction opinion than to
the pre-interaction opinion of the agent it interacts with
wj = r;sjw vj &lt; jw vj:
In summary, in order to properly model compromise, from
n
now on all parameters f s;rgs;r=1 are assumed to be defined in
the interval (0; 1=2). Such a choice of parameters can be used
to study relevant collective properties of multi-agent systems
where only compromise is relevant to opinion formation, and
where adopted interaction rules are (
        <xref ref-type="bibr" rid="ref1">1</xref>
        ).
      </p>
      <p>The interest now is on investigating the temporal evolution
of the opinion of a generic agent s. This can be done using the
general results of mathematical kinetic theory, as described,
e.g., in [1]. In particular, using the adopted interaction rules,
the weak form of the Boltzmann equation [1] relative to agent
s and test function (v) = v can be written as
d
dt us(t) =
n
X
where us(t) is the opinion of agent s at time t 0, ur(t) is
the opinion of another agent r at the same time t, and s;r
is the probability that agent s interacts with agent r per unit
time, with s;s = 0 by definition.</p>
      <p>
        Equation (
        <xref ref-type="bibr" rid="ref10">10</xref>
        ) is for a generic agent s, and when considering
n agents, it represents a single equation of a homogeneous
system of first-order linear differential equations. Such a kind
of system can be solved in closed form, and its solution is
generally expressed using matrix notation. Let u be the vector
of size n whose s th component is us, then the system of
equations whose s th equation is (
        <xref ref-type="bibr" rid="ref10">10</xref>
        ), can be written in
matrix notation as
d
      </p>
      <p>
        u(t) = C u(t) (
        <xref ref-type="bibr" rid="ref11">11</xref>
        )
dt
where C is the n n matrix of the coefficients of the system,
and it has the following explicit expression
0
The rest of this section is devoted to the study of the properties
of C which are needed to study the long-time asymptotic
dynamics of the solutions of (
        <xref ref-type="bibr" rid="ref11">11</xref>
        ). Actually, presented
properties of C are sufficient to prove that the opinions of all
agents tend to the same value, and that consensus is reached
(
        <xref ref-type="bibr" rid="ref12">12</xref>
        )
(
        <xref ref-type="bibr" rid="ref13">13</xref>
        )
(
        <xref ref-type="bibr" rid="ref14">14</xref>
        )
(
        <xref ref-type="bibr" rid="ref15">15</xref>
        )
(
        <xref ref-type="bibr" rid="ref16">16</xref>
        )
(
        <xref ref-type="bibr" rid="ref17">17</xref>
        )
(
        <xref ref-type="bibr" rid="ref9">9</xref>
        )
asymptotically. Note that some of the major properties of
matrix C are similar to those derived in [4] using a related,
but significantly different, model.
      </p>
      <p>In order to properly analyse relevant properties of C, some
classic results valid for complex matrices are needed. First,
recall that a generic m m complex matrix B is said to be
diagonally dominant if the following inequality holds for all
m
its elements fbs;rgs;r=1
Then, also recall that a generic m m complex matrix B is
said to be strictly diagonally dominant if the following strict
m
inequality holds for all its elements fbs;rgs;r=1
jbs;sj</p>
      <p>jbs;rj:
jbs;sj &gt;</p>
      <p>jbs;rj:
m
X
Two classic results on complex matrices, i.e., the Gershgorin
circle theorem (e.g., [30]) and the Levy-Desplanques theorem
(e.g., [30]), are sufficient to prove the following propositions,
which characterise matrix C.</p>
      <p>Proposition 1. Matrix C is singular.</p>
      <p>
        Proof. The singularity of matrix C follows from the fact that
the sum of the elements in each row is zero. Each diagonal
element of C is defined as the opposite of the sum of the
remaining elements on the same row. Actually, denoting as ds
the s th column of matrix C, the following equality holds
where 0 is a vector of length n with all elements equal to 0.
Therefore, it can then be concluded that det(C) = 0.
Proposition 2. Matrix C is diagonally dominant, but not
strictly diagonally dominant, and the following hold
Proof. Observe that the non-diagonal elements of C are
positive. Adopted assumptions ensures that the parameters
f s;rgsn;r=1 are positive, and therefore
jcs;rj = cs;r
for
s 6= r:
At the opposite, it is easy to show that diagonal elements of
C are negative. Therefore, the following, which corresponds
to (
        <xref ref-type="bibr" rid="ref15">15</xref>
        ), hold
      </p>
      <p>n
cs;s = X</p>
      <p>
        Proof. Since, according to Proposition 1, matrix C is singular,
it is not full rank, and the following inequality holds
In order to show that rank(C) = n 1, the principal minor
of order n 1 is proved to be full rank. First, let us show
that the principal minor of order n 1 is strictly diagonally
dominant. This is easily proved by the following inequality
where the first equality follows from Proposition 2, the
inequality follows from the fact that in the second sum the
(positive) term relative to r = n is omitted, and the last equality
follows from (
        <xref ref-type="bibr" rid="ref16">16</xref>
        ). Note that the Levy-Desplanques theorem
states that a matrix which is strictly diagonally dominant is
also full rank, which proves the proposition because it can be
concluded that the principal minor of order n 1 is full rank
and, therefore, that the rank of C is n 1.
      </p>
      <p>Proposition 4. One of the eigenvalues of matrix C is 0, and
it has multiplicity 1.</p>
      <p>Proof. The fact that 0 is an eigenvalue of C follows from the
fact that, as observed in Proposition 1, C is singular. The fact
that the multiplicity of eigenvalue 0 is 1 follows from the fact
that, as shown in Proposition 3, the rank of C is n 1.
Proposition 5. The real parts of the eigenvalues of matrix C
are not positive, and they are 0 only for eigenvalue 0 = 0.</p>
      <p>Ks =</p>
      <p>
        n
z 2 C : jz + X
Proof. Consider the Gershgorin disks relative to matrix C,
which are defined as disks in the complex plane with the
following structure
8
&gt;&gt;&lt; Xn
s;r s;r
s;r s;rj
&gt;
&gt;
:
Since the elements of C are real, each disk Ks is centered on
the real axis at
and its radius is exactly s, so that all disks intersect the
n
immaginary axis only at the origin. Therefore, if f sgs=1
are the eigenvalues of matrix C, from (
        <xref ref-type="bibr" rid="ref20">20</xref>
        ), the following
inequalities hold
2 s
      </p>
      <p>Re( s)
0;</p>
      <p>
        Proof. In order to prove the proposition, the solution of the
system of first-order linear differential equations (
        <xref ref-type="bibr" rid="ref11">11</xref>
        ) must
be studied. Observe that the entire system depends on the
n n matrix C. Denoting as 0 = 0 and f hgkh=1 the
(k + 1) eigenvalues of C, and as f hgkh=0 their corresponding
multiplicities, with 0 = 1 for Proposition 4, the solutions of
(
        <xref ref-type="bibr" rid="ref11">11</xref>
        ) can be written as
where Ps(h)(t) are polynomials of degree h
1
us(t) =
k
X e htP (h)(t)
      </p>
      <p>s
h=0</p>
      <p>
        h 1
Ps(h)(t) = X a(jh;s)tj :
j=0
From (
        <xref ref-type="bibr" rid="ref26">26</xref>
        ) it can then be concluded that fa0;sgsn=1 are all equal
According to this results, the solutions us(t) computed in (
        <xref ref-type="bibr" rid="ref23">23</xref>
        )
can be written as
From (
        <xref ref-type="bibr" rid="ref30">30</xref>
        ) it can be concluded that for all solutions
us(t) = l0 +
k
X e htP (h)(t):
      </p>
      <p>
        s
h=1
lim us(t) = l0;
t!1
9
&gt;
&gt;
= :
&gt;
&gt;
;
(
        <xref ref-type="bibr" rid="ref18">18</xref>
        )
(
        <xref ref-type="bibr" rid="ref19">19</xref>
        )
(
        <xref ref-type="bibr" rid="ref20">20</xref>
        )
(
        <xref ref-type="bibr" rid="ref21">21</xref>
        )
(
        <xref ref-type="bibr" rid="ref22">22</xref>
        )
which proves the proposition and it also provides a lower
bound on the real parts of eigenvalues.
      </p>
      <p>
        Proposition 6. The long-time asymptotic opinions of all
agents are equal to a real value which depends on initial
opinions, on values f r;sgrn;s=1, and on values f s;rgrn;s=1.
since all the addends in the sum in (
        <xref ref-type="bibr" rid="ref23">23</xref>
        ) converge to zero
k
because all eigenvalues f hgh=1 have negative real part for
Proposition 5. Therefore, all agents would eventually end up
with the same opinion, whose value l0 depends on initial
opinions, on values f r;sgrn;s=1, and on values f s;rgrn;s=1.
Since, according to Proposition 4, 0 is an eigenvalue with
multiplicity 0 = 1, the degree of the n polynomials
fPs(0)(t)gsn=1 is 0 1 = 0, so that for all s
      </p>
      <p>Ps(0)(t) = a0;s:
Moreover, according to classic results on systems of linear
n
differential equations, fa0;sgs=1 are proportional to the
components of an eigenvector relative to the eigenvalue 0 = 0.
In other words
a0;1</p>
      <p>
        a0;2 : : : a0;n | = l0e0;
where e0 is a vector of length n which satisfies
Recalling the explicit expression of matrix C, it is evident that
vector 1, whose n components are all equal to 1, satisfies (
        <xref ref-type="bibr" rid="ref27">27</xref>
        )
and it is therefore an eigenvector of C relative to 0
C e0 = 0:
e0 = 1:
a0;s = l0:
(
        <xref ref-type="bibr" rid="ref23">23</xref>
        )
(
        <xref ref-type="bibr" rid="ref24">24</xref>
        )
(
        <xref ref-type="bibr" rid="ref25">25</xref>
        )
(
        <xref ref-type="bibr" rid="ref26">26</xref>
        )
(
        <xref ref-type="bibr" rid="ref27">27</xref>
        )
(
        <xref ref-type="bibr" rid="ref28">28</xref>
        )
(
        <xref ref-type="bibr" rid="ref29">29</xref>
        )
(
        <xref ref-type="bibr" rid="ref30">30</xref>
        )
(31)
      </p>
      <p>This section shows illustrative simulations concerning the
dynamics of the opinion in a specific scenario, which is
used to verify the expected long-time asymptotic behaviour
modelled in previous section. A multi-agent system made of
n = 103 agents is considered, and simulations implementing
studied interaction rules are performed by iteratively selecting
a random agent and by making selected agent interact with
another randomly chosen agent. The opinions of agents are
initialised to random values uniformly distributed in interval
I = [ 1; 1], and their specific propensity to change opinion
n
because of interactions, i.e., parameters f s;rgs;r=1, are fixed
to random values uniformly distributed in interval ( 41 ; 12 ). The
distribution of the opinion after the execution of simulations
is compared with the expected long-time asymptotic opinion
l0, which is computed as discussed in previous section. The
coherence of the results of simulations with expected value l0
is evaluated in terms of
u(t) = 1msinn us(t) and
u^(t) = 1msaxn us(t);
(32)
and all simulations are performed until (u^(t) u(t)) 10 3.
Note that presented simulations do not use analytic results
from previous section, rather they are direct implementation
of considered interaction rules and they are intended only to
validate analytic results.</p>
      <p>Figure 1 shows the dynamics of u(t) and u^(t), and it also
shows the expected long-time asymptotic value of the opinion
l0. Note that the opinions of agent converge to the expected
value after 18:6 103 interactions, with each agent involved
in less than 60 interactions.</p>
    </sec>
    <sec id="sec-2">
      <title>IV. CONCLUSIONS</title>
      <p>This paper presented analytic results that characterise
compromise, which is one of the major phenomena used to
describe opinion formation in multi-agent systems. The paper
used the general framework of mathematical kinetic theories
to model compromise and to derive results on the
longtime asymptotic behaviour of multi-agent systems where only
compromise is considered relevant. Finally, the paper showed
simulations ran in an illustrative case by directly implementing
chosen interaction rules to confirm analytic results.</p>
      <p>The proposed analytic framework can be used to study
all sociological phenomena that are normally associated
with opinion formation, e.g., compromise, diffusion, and
homophily. This paper considered only compromise in order to
derive analytic results intended to characterise the dynamics of
compromise independently from other phenomena. Actually,
the fact that compromise makes the opinion of all agents tend
to a single value is not surprising, but the dynamics of such
an asymptotic behaviour was not so obvious. Compromise
makes a multi-agent system reach consensus exponentially
fast, and the proposed model allows estimating the rate at
which the consensus value is approached on the basis of
the propensity of each agent to change its opinion because
of interactions, and on other relevant characteristics of the
multi-agent system. Obtained analytic results are confirmed by
independent simulations performed by directly implementing
adopted interaction rules.</p>
      <p>Methodologically, the major advantage that is expected from
the adoption of a kinetic approach to the study of the dynamics
of the opinion is that mathematical kinetic theories are
inherently analytic and they can provide analytic descriptions of
the collective properties of the opinion. Such a characteristic
of mathematical kinetic theories ensures that obtained results
can be used not only as descriptive tools capable of explaining
observations, but that they can also be used as prescriptive
tools to govern the dynamics of studied multi-agent systems.
As a prescriptive tool, the proposed approach can support the
design of multi-agent systems with desired properties because
analytic results can be used to identify the actual values of
specific parameters to have the multi-agent system behave
as intended. In addition, as a descriptive tool, the analytic
approach that is developed in this paper can be used as an
alternative to simulation. The validity of results of simulations
depends on how much selected simulations are representative
of studied multi-agent systems. On the contrary, the validity of
analytic results is clearly identified by the assumptions adopted
to derive them, and such assumptions can also be studied in
order to be possibly generalised.</p>
      <p>Planned developments of the presented work involve four
n
generalizations. First, the deterministic parameters f s;rgs;r=1
which characterize the propensity of agents to change their
opinions because of interactions could be replaced by random
variables with suitable distributions. Second, the topology of
the multi-agent system could be taken into account and the
hypothesis that each agent can freely interact with any other
agent could be dropped. Third, more complex interaction
rules could be considered to take into account how various
phenomena that contribute to opinion formation interact in real
situations, and how they jointly contribute to the dynamics of
the opinion. Fourth, note that the ideas behind the discussed
framework are not limited to the study of opinion dynamics,
and the proposed approach could be applied to describe other
collective properties of large multi-agent systems.</p>
    </sec>
  </body>
  <back>
    <ref-list>
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          [1]
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          </string-name>
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