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. 2011 Oct 25;6(10):e25496. doi: 10.1371/journal.pone.0025496

Adaptive Evolution of Cooperation through Darwinian Dynamics in Public Goods Games

Kuiying Deng 1,2,*, Tianguang Chu 1,3,*
Editor: Attila Szolnoki4
PMCID: PMC3201948  PMID: 22046240

Abstract

The linear or threshold Public Goods game (PGG) is extensively accepted as a paradigmatic model to approach the evolution of cooperation in social dilemmas. Here we explore the significant effect of nonlinearity of the structures of public goods on the evolution of cooperation within the well-mixed population by adopting Darwinian dynamics, which simultaneously consider the evolution of populations and strategies on a continuous adaptive landscape, and extend the concept of evolutionarily stable strategy (ESS) as a coalition of strategies that is both convergent-stable and resistant to invasion. Results show (i) that in the linear PGG contributing nothing is an ESS, which contradicts experimental data, (ii) that in the threshold PGG contributing the threshold value is a fragile ESS, which cannot resist the invasion of contributing nothing, and (iii) that there exists a robust ESS of contributing more than half in the sigmoid PGG if the return rate is relatively high. This work reveals the significant effect of the nonlinearity of the structures of public goods on the evolution of cooperation, and suggests that, compared with the linear or threshold PGG, the sigmoid PGG might be a more proper model for the evolution of cooperation within the well-mixed population.

Introduction

The evolution of cooperation in social dilemmas has attracted broad interests across disciplines [1][5]. Social dilemmas are situations in which individual rationality leads to collective irrationality [6], [7]. They are pervasive in all kinds of relationships, from the interpersonal to the international. For example, a public local library financed through donations benefits all people in the community. One can benefit most if he donates nothing. However, if everyone reasoned like this, the library would not keep running due to the lack of finance, and all people would be worst off [8]. This is a Public Goods dilemma. There exists another kind of social dilemma called commons dilemma. For example, farmers living in a common grassland can benefit more by raising as many cattle as they want. However, if every farmer reasoned like this, the grassland would be depleted very soon, and all farmers would worst off [6]. The same reasoning applies to these two kinds of social dilemmas, so we focus on the Public Goods dilemma, which is usually modeled as a Public Goods game (PGG).

In a traditional PGG experiment, some subjects form a group. Each subject is endowed with a certain amount of money, and they have to decide how much to invest in the public project, which is increased to a multiple of it and then split evenly among all subjects. So the gains of the subjects consist of two parts: the money left that they do not invest and the money gained from investing in the public project. For example, each of a four-member group is given Inline graphic money units (MUs), and the money invested in the public project is doubled. If all members invest Inline graphic MUs, everyone will have Inline graphic MUs. However, every invested MU only returns a half, and thus all members have an incentive to keep all money in pocket. If you defect by investing zero while every other member invests Inline graphic MUs, you will have Inline graphic MUs while other members Inline graphic MUs per person. If all members defect, everyone ends up with Inline graphic MUs and the benefit of the public project is forgone. Consequently a dilemma arises. Since every invested MU returns a half, from now on we call it a linear PGG, instead (Fig. 1).

Figure 1. The three kinds of structures of the PGG.

Figure 1

(Dash-dot) The linear PGG, Inline graphic. (Solid) The sigmoid PGG, Inline graphic. (Dashed) The threshold PGG, Inline graphic if Inline graphic, and Inline graphic if Inline graphic.

In the linear PGG, investing nothing is the only equilibrium. That is, no one can gain more by investing more than zero no matter how much others invest. However, whether in linear PGG experiments or in real life, people often invest more than zero [9]. To better understanding people's behaviors, the threshold PGG is extensively researched (Fig. 1). In the threshold PGG, there exits a provision point or threshold value. If the total sum of the contributions is less than it, all contributions are lost, whereas if the total sum exceeds it, a fixed amount of the public good is gained. In contrast to the linear PGG, the threshold PGG has other equilibria except investing nothing. That is, any combination of contributions that sum to the provision point is an equilibrium. For example, each of a four-member group is given Inline graphic MUs, and when the money invested in the public project reached Inline graphic MUs every member is given extra Inline graphic MUs. Then every member invests Inline graphic MUs is an equilibrium. Three investing Inline graphic MUs and one investing zero is another equilibrium. A threshold PGG is a dilemma with a coordination game embedded in it [8].

However, most of social dilemmas in the real world are not with an obvious or clearly defined provision point. For example, in order to establish and maintain a public local library, those initial donations are important. Once the library starts to run, extra donations are also important for keep it running smoothly. But they are not as important as those that finally make possible the establishment of the library. Therefore, a tilted S-shaped continuous function such as a sigmoid function may provide a better model of many social dilemmas [8], [10][12]. We refer to a PGG with this kind of structure as a sigmoid PGG (Fig. 1). As pointed out in [11], the linear or threshold PGG is a simplification, or rather an extreme version of the sigmoid PGG.

So far, there have been very few efforts made to directly explore the effect of nonlinearity of the structures of public goods on the evolution of cooperation. In [10], a rather simple model was employed to independently analyze the accelerating, linear, and decelerating portions of the S-shaped function, so that the complexity of directly dealing with the S-shaped function itself was circumvented. In [12], the authors concluded by adopting replicator dynamics that the threshold PGG (therein is called the Volunteer's Dilemma) is a good approximation of any public goods games in which the public good is a nonlinear function of the number of cooperators (see further comparison to our analysis in section Results and Discussion). Here we will apply Darwinian dynamics [4], [13][16] to analyze the evolutionarily stable strategies (ESS) of these three kinds of PGGs, and try to show that the sigmoid PGG is really a more proper model for the evolution of cooperation within the well-mixed population, compared with the linear or threshold PGG in that it can reinforce our understanding of people's behaviors in the real world.

Analysis

The pioneering definition of ESS, which is originated by Maynard Smith and Price, refers to a strategy that, when common, can resist the invasion of a minority of any other strategy [17]. Resistance to invasion is a static concept, since it says nothing about what would happen if the population starts at (or is perturbed to) a nearby point [15]. Therefore, an ESS which does not require convergence stability may be unattainable through strategy dynamics by natural selection. This leads to the proliferation of related terminology such as evolutionarily unbeatable strategy, Inline graphic-stability, internal stability, and evolutionarily singular strategy [18].

In contrast, Darwinian dynamics use a fitness-generating function (Inline graphic-function) approach to continuous-trait evolutionary games [13], [14]. The Inline graphic-function allows for simultaneous consideration of population dynamics and strategy dynamics. An ESS is redefined as a coalition of strategies that is both convergent-stable and resistant to invasion, which is a natural extension of the original definition of Maynard Smith and Price. Those strategies consisting of an ESS are evolutionarily stable maxima on the adaptive landscape [4]. Here we adopt this definition of ESS.

In the following, we first introduce Darwinian dynamics and the extended concept of ESS. Then we analyze these three kinds of PGGs in this context. After the relatively simple linear and sigmoid PGGs are analyzed, the threshold PGG, which is not continuously differentiable so that the Inline graphic-function approach cannot be directly applied to, is approximated by analyzing a class of PGGs with the structure of power functions.

The Inline graphic-function Approach

The Inline graphic -function approach is mainly developed by Vincent, Brown, and their coauthors [4], [13], [14], [16]. We begin with introducing the fitness-generating function (Inline graphic-function). Assume that there are Inline graphic populations, and that the Inline graphic-th population adopts the strategy Inline graphic and its frequency is Inline graphic. All strategies Inline graphic's are limited in the evolutionarily feasible set Inline graphic. We set Inline graphic and Inline graphic. The Inline graphic-function Inline graphic represents the fitness of the Inline graphic-th population when the virtual variable Inline graphic is replaced with Inline graphic.

Darwinian dynamics consist of population dynamics and strategy dynamics. In terms of the Inline graphic-function Inline graphic, the population dynamics are given by

graphic file with name pone.0025496.e041.jpg (1)

where

graphic file with name pone.0025496.e042.jpg (2)

When strategies Inline graphic's do not evolve with time, they are equivalent to the replicator dynamics [19], [20]. The strategy dynamics are given by

graphic file with name pone.0025496.e044.jpg (3)

where Inline graphic is a positive factor that influences the speed of the evolution of strategies [16]. In the special case that one extant strategy is invaded by one rare mutant strategy, they reduce to the adaptive dynamics [14], [18], [21], [22].

A non-trivial equilibrium point Inline graphic (reorder the indexes if necessary) is called an ecologically stable equilibrium point, if it satisfies that

graphic file with name pone.0025496.e047.jpg (4a)
graphic file with name pone.0025496.e048.jpg
graphic file with name pone.0025496.e049.jpg (4b)

and that every trajectory starting from a point which is in Inline graphic and near Inline graphic remains in Inline graphic for all time and converges to Inline graphic as time approaches infinity. The strategies corresponding to Inline graphic is denoted by Inline graphic, where

graphic file with name pone.0025496.e056.jpg (5a)
graphic file with name pone.0025496.e057.jpg (5b)

The coalition of strategies Inline graphic is defined as an evolutionarily stable strategy (ESS), if Inline graphic is an ecologically stable equilibrium point for any Inline graphic. The adaptive landscape is simply a plot of Inline graphic versus the virtual variable Inline graphic with Inline graphic and Inline graphic fixed. The ESS Maximum Principle [13] states that

Inline graphic must take on its maximum value, Inline graphic , as a function of Inline graphic at Inline graphic.

Here we assume that the evolution of strategy is slower than that of population (but in all of the following invasion simulations we do not make this assumption), and focus on the ESS coalition of one strategy where Inline graphic and Inline graphic. On the adaptive landscape, a stable minimum indicates an evolutionary branching point. The population which evolves to branching points may diverge into two separate populations or species with distinct strategies [18], [22]. Both unstable maxima and unstable minima are repelling points, and they should not be observed in nature [15]. An ESS is an global fitness maximum and convergently stable [14].

In the interior of Inline graphic, a necessary condition for Inline graphic to resist the invasion of rare mutant strategies is given by

graphic file with name pone.0025496.e073.jpg (6a)
graphic file with name pone.0025496.e074.jpg (6b)

A necessary condition for the convergence stability of Inline graphic is given by

graphic file with name pone.0025496.e076.jpg (7)

The linear PGG is played in a group of Inline graphic interacting members. Each member is endowed with Inline graphic units of utility, and they have to decide how much to invest in the public project. The total units of utility invested in the public project is multiplied by a positive number Inline graphic and then split evenly among all members. If Inline graphic, no member will lose anything no matter how much he invests. If Inline graphic, no member can gain more no matter how much he invests. So the number Inline graphic is restricted between one and Inline graphic. Group members benefit most when all cooperate, but each has an incentive to contribute nothing because every invested unit of utility only returns Inline graphic units of utility and thus cooperation incurs cost Inline graphic to himself. So the group will no doubt end up all members contributing nothing when they get experienced and the benefit of the public project is forgone. This is the dilemma all group members face. The interests of individuals totally contradict the interest of the group.

From now on we set Inline graphic with no loss of generality, since it has no effect on the nature of the dilemma. We subsequently apply this Inline graphic-function approach to the aforementioned three kinds of PGGs, so as to analyze the dependence of cooperation levels on the structures of Public Goods.

For the PGG, if the populations are evolutionarily stable in the evolutionarily feasible set Inline graphic, the expected contribution from any random group member is Inline graphic. In a group of Inline graphic members, if the focal member decides to contribute Inline graphic, then the average contribution Inline graphic is given by

graphic file with name pone.0025496.e093.jpg (8)

Thus the return from the public good for the focal member is Inline graphic, and the Inline graphic-function is given by

graphic file with name pone.0025496.e096.jpg (9)

where the function Inline graphic is supposed to represent the structure of the public good (Fig. 1).

The Linear PGG

In the special case of the linear PGG of our interest here (Fig. 1), we set

graphic file with name pone.0025496.e098.jpg (10)

and thus the Inline graphic-function is

graphic file with name pone.0025496.e100.jpg (11)

It follows that

graphic file with name pone.0025496.e101.jpg (12)

which is independent of the composition of the population. Group members can always benefit more by reducing their contributions, so there exists no ESS in the interior of Inline graphic.

However, this also gives us a hint that contributing nothing, where Inline graphic and Inline graphic, is the only possible ESS. Considering that the adaptive landscape

graphic file with name pone.0025496.e105.jpg (13)

reaches its global maximum, 0, in Inline graphic when Inline graphic (Fig. 2), contributing nothing is surely an ESS for the linear PGG.

Figure 2. The adaptive landscapes in the linear PGG.

Figure 2

Inline graphic is an ESS which sits at the top of the adaptive landscape. Parameters: Inline graphic, Inline graphic, Inline graphic, and Inline graphic; Inline graphic; and Inline graphic.

Similarly, we can conclude that another boundary value of Inline graphic, contributing all, where Inline graphic and Inline graphic, is not an ESS, since the adaptive landscape

graphic file with name pone.0025496.e118.jpg (14)

reaches its global minimum, 0, in Inline graphic when Inline graphic (Fig. 2).

A simulation of altruistic cooperators who contribute all (i.e., Inline graphic) invading the population of defectors who contribute nothing (i.e., Inline graphic) is shown in Fig. 3. The result shows that the ESS Inline graphic is rather robust against invasion. Yet this contradicts the fact that the mean contributions usually end up with between Inline graphic and Inline graphic in experiments [9].

Figure 3. An invasion simulation of Darwinian dynamics of the linear PGG.

Figure 3

(Upper-left) Evolution of the frequencies of the ESS and the invader strategy starting from Inline graphic and Inline graphic respectively. (Upper-right) Evolution of the ESS and the invader strategy starting from Inline graphic and Inline graphic and ending up with the latter evolving to the former. (Lower) Evolution of the adaptive landscape and the two strategies: Inline graphic (i.e., before the invasion happens), Inline graphic is the global maximum; Inline graphic (i.e., the invasion happens), the adaptive landscape is elevated with Inline graphic still being the global maximum and Inline graphic being the global minimum; Inline graphic, the invader strategy climbs up with the adaptive landscape going down; Inline graphic, the invader strategy coincides with Inline graphic and reaches the top of the adaptive landscape, which falls back to the state before the invasion happens. Parameters: Inline graphic, Inline graphic, and Inline graphic.

The Sigmoid PGG

In the special case of the sigmoid PGG (Fig. 1), we set

graphic file with name pone.0025496.e141.jpg (15)

Other functions with similar properties are of course possible, but not explored here for simplicity. Thereby the Inline graphic-function is simplified as

graphic file with name pone.0025496.e143.jpg (16)

We examine the one-strategy ESS (coalition of one strategy); that is, Inline graphic. When Inline graphic and Inline graphic, the Inline graphic-function (Fig. 4) is

graphic file with name pone.0025496.e148.jpg (17)

Figure 4. The adaptive landscapes in the sigmoid PGG.

Figure 4

Inline graphic is an ESS which sits at the top of the adaptive landscape. Inline graphic is an unstable minimum which sits at the bottom of the adaptive landscape. Parameters: Inline graphic, Inline graphic, Inline graphic, Inline graphic, Inline graphic, Inline graphic, Inline graphic, and Inline graphic; Inline graphic; and Inline graphic.

It follows that

graphic file with name pone.0025496.e149.jpg (18)

If Inline graphic, Inline graphic. We can verify that Inline graphic is the global maximum in Inline graphic of the adaptive landscape

graphic file with name pone.0025496.e154.jpg (19)

Hence, if Inline graphic, contributing nothing is also an ESS for the sigmoid PGG, just as in the case of the linear PGG.

When Inline graphic, the equation Inline graphic has two solutions in Inline graphic:

graphic file with name pone.0025496.e171.jpg (20)

and

graphic file with name pone.0025496.e172.jpg (21)

We can identify Inline graphic as an ESS candidate by verifying the following two conditions,

graphic file with name pone.0025496.e174.jpg (22)

and

graphic file with name pone.0025496.e175.jpg (23)

Similarly, we can show that Inline graphic is an unstable fitness minimum. Hence there exists a stable state of the population contributing Inline graphic, which is more than half, if the return rate Inline graphic is relatively high.

A simulation of defectors who contribute nothing (i.e., Inline graphic) invading the population of individuals who play the ESS (i.e., Inline graphic) is shown in Fig. 5. The result shows that the ESS is surely able to resist the invasion.

Figure 5. An invasion simulation of Darwinian dynamics in the sigmoid PGG.

Figure 5

(Upper-left) Evolution of the frequencies of the ESS and the invader strategy starting from Inline graphic and Inline graphic respectively. (Upper-right) Evolution of the ESS and the invader strategy starting from Inline graphic and Inline graphic and ending up with the latter evolving to the former. (Lower) Evolution of the adaptive landscape and the two strategies: Inline graphic (i.e., before the invasion happens), Inline graphic is the global maximum; Inline graphic (i.e., the invasion happens), the adaptive landscape is reshaped with Inline graphic sitting at the left of the global maximum and Inline graphic being the global minimum; Inline graphic, the two strategies climb up so that the adaptive landscape is reshaped with the global maximum sitting between the two strategies; Inline graphic, the two strategies coincide and reach the top, at Inline graphic, of the adaptive landscape, which falls back to the state before the invasion happens. Parameters: Inline graphic, Inline graphic, and Inline graphic.

The Threshold PGG

For the special case of the threshold PGG (Fig. 1), we set

graphic file with name pone.0025496.e196.jpg (24)

Yet the discontinuity of Inline graphic inhibits the application of Darwinian dynamics to our research into the process of evolution. Instead, we adopt a class of power functions Inline graphic, where Inline graphic, to approach function Inline graphic (Fig. 6); that is,

graphic file with name pone.0025496.e201.jpg (25)

Other functions with similar properties are of course possible, but not explored here for simplicity. Hence the Inline graphic-function can be expressed as

graphic file with name pone.0025496.e203.jpg (26)

Figure 6. The approximate representative of the threshold PGG by a class of power functions.

Figure 6

(Upper-left) Inline graphic where Inline graphic, Inline graphic, and Inline graphic. (Upper-right) the ESS and the unstable minimum as the functions of parameter Inline graphic. They are getting closer and closer with increasing Inline graphic. (Lower) the adaptive landscapes when Inline graphic, and Inline graphic, Inline graphic, Inline graphic, and Inline graphic. Inline graphic is an ESS which sits at the top of the adaptive landscape. Inline graphic is an unstable minimum at the bottom of the adaptive landscape. Parameters: Inline graphic, and Inline graphic.

We still focus on the one-strategy ESS where Inline graphic. When Inline graphic and Inline graphic, the adaptive landscape (Fig. 6) is

graphic file with name pone.0025496.e207.jpg (27)

It follows that

graphic file with name pone.0025496.e208.jpg (28)

The equation Inline graphic also has two solutions in Inline graphic:

graphic file with name pone.0025496.e211.jpg (29)

and

graphic file with name pone.0025496.e212.jpg (30)

We can identify Inline graphic as an ESS candidate by verifying the following two conditions,

graphic file with name pone.0025496.e214.jpg (31)

and

graphic file with name pone.0025496.e215.jpg (32)

Similarly, we can show that Inline graphic is an unstable fitness minimum. With increasing Inline graphic, Inline graphic monotonically decreases, whereas Inline graphic monotonically increases, and both approach the threshold value Inline graphic (Fig. 6).

Fig. 6 also shows that, in contrast to the ESS in the sigmoid PGG, here just on the left side of Inline graphic there exists a global minimum, which makes the ESS is rather fragile. This point is fully exposed in Fig. 7, where only Inline graphic invaders of defectors who contribute nothing (i.e., Inline graphic) drove the whole population to the stable state of contributing nothing with a much faster speed relative to that in Fig. 3 or Fig. 5. Hence the threshold PGG basically does not have much advantage over the linear PGG.

Figure 7. An invasion simulation of Darwinian dynamics in the threshold PGG which is approximated by Inline graphic where Inline graphic.

Figure 7

(Upper-left) Evolution of the frequencies of the ESS and the invader strategy starting from Inline graphic and Inline graphic respectively. (Upper-right) Evolution of the ESS and the invader strategy starting from Inline graphic and Inline graphic and ending up with the former evolving to the latter. (Lower) Evolution of the adaptive landscape and the two strategies: Inline graphic (i.e., before the invasion happens), Inline graphic is the global maximum; Inline graphic (i.e., the invasion happens), the adaptive landscape is elevated with Inline graphic being the global minimum and Inline graphic being the local maximum; Inline graphic, the “ESS” climbs up towards the invader strategy with the latter keeping sitting at the local maximum of the reshaped adaptive landscape; Inline graphic, the “ESS” coincides with Inline graphic and reaches the top of the reshaped adaptive landscape, which means the success of the invader strategy and the failure of the “ESS”. Parameters: Inline graphic, Inline graphic, and Inline graphic.

Results and Discussion

In summary, by adopting Darwinian dynamics, we have explored the significant effect of nonlinearity of the structures of public goods on the evolution of cooperation within the well-mixed population. The threshold PGG does not have much advantage over the linear PGG, whereas in the sigmoid PGG there exists a one-strategy ESS of the whole population contributing more than half. This suggests that the sigmoid PGG might be a more proper mathematical model for the research of the evolution of cooperation within the well-mixed population, and thereby may release researchers from the shackles of the linear or threshold PGG.

In contrast to most work in which replicator dynamics or adaptive dynamics were applied to the evolution of cooperation in social dilemmas [12], [22], here we adopt Darwinian dynamics mainly developed by Vincent, Brown, and their coauthors, which simultaneously consider the evolution of populations and strategies on a continuous adaptive landscape [4], [13], [14], [16]. In Darwinian dynamics, the concept of ESS is extended as a coalition of strategies that is both convergent-stable and resistant to invasion, whereas the original definition of ESS by Maynard Smith and Price might be unattainable through strategy dynamics by natural selection. This well-developed framework provides us with another wonderful mathematical tool for the research related to natural selection.

To our knowledge the only systematic theoretical analysis until now of the effect of nonlinearity of the structures of public goods on the evolution of cooperation is [12], in which a series of functions Inline graphic were adopted to explore the sigmoid PGG and their limit function when Inline graphic was used to approach the threshold PGG, and the authors concluded that the threshold PGG is a good approximation of any public goods games in which the public good is a nonlinear function of the number of cooperators. However, compared to Eqn. (28) we adopt here, Inline graphic is not a good approximation due to its asymptotic nature. For example, this series of functions cannot represent full cooperation (or full defection) even though all individuals are cooperators (or defectors).

Both in the sigmoid PGG approximated by Inline graphic and in the threshold PGG approximated either by Inline graphic or by Eqn. (25), the ESS (note the different definition of ESS in our analysis from [12]) is accompanied by an unstable cooperation level (Figs. 6 and 7), which makes the ESS is rather fragile. In contrast, in the sigmoid PGG approximated here by Eqn. (15) the ESS is the only global extreme point in the interior of the evolutionarily feasible set Inline graphic (Figs. 4 and 5). This suggests that the sigmoid PGG might be a more proper model for the evolution of cooperation within the well-mixed population, in that it hosts a non-trivial evolutionarily stable cooperation level when the return rate is relatively high, whereas the linear or threshold PGG never does.

Note that our results are reached within the well-mixed population. There exist different possibilities if we adopt other assumptions on the population, the group size, or the structure of the PGG. For example, within structured populations with different group sizes, the coexistence of cooperation and defection is possible even for the linear PGG due to noise underlying strategy adoptions [23]. The exploration of the linear PGG that requires a minimum collective investment to ensure any benefit shows that decisions within small groups under high risk significantly raise the chances of coordinating actions [24]. In addition, the relative size of the threshold value of the threshold PGG might also affect the evolution of cooperation within the structured population [25].

However, our work does show the significant effect of nonlinearity of the structures of public goods on the evolution of cooperation within the well-mixed population. Actually, when Inline graphic increases from Inline graphic to Inline graphic, the slope of the S-shaped function Inline graphic goes through a process from accelerating to decelerating. Simulations show that this property of Inline graphic plays a key role for the existence of a robust ESS in the PGG within a well-mixed population. Naturally, an interesting future work might be to search for the optimal structure of public goods in the sense that complete cooperation is a robust global ESS in the PGG with this kind of structure, and the way to implement it in the real world.

Acknowledgments

The comments and suggestions of the reviewers are gratefully acknowledged.

Footnotes

Competing Interests: The authors have declared that no competing interests exist.

Funding: This work was supported by the National Natural Science Foundation of China under grant Nos. 60974064 and 60736022 (http://www.nsfc.gov.cn/Portal0/default124.htm). K. Deng acknowledges the support from a scholarship within the Erasmus Mundus External Cooperation Window LiSUM project (http://www.lisum.ugent.be/index.asp). The funders had no role in study design, data collection and analysis, decision to publish, or preparation of the manuscript.

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