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The asymptotic behavior of the price of anarchy RiccardoColini-Baldeschi1,RobertoCominetti2, PanayotisMertikopoulos3,andMarcoScarsini1 1 DipartimentodiEconomiaeFinanza,LUISS,VialeRomania32,00197Roma,Italy 2 FacultaddeIngenieríayCiencias,UniversidadAdolfoIbáñez,Santiago,Chile 3 Univ.GrenobleAlpes,CNRS,Inria,LIG,F-38000GrenobleFrance Abstract. Thispaperexaminesthebehaviorofthepriceofanarchyasafunc- tion of the traffic inflow in nonatomic congestion games with multiple origin- destination(O/D)pairs.Empiricalstudiesinreal-worldnetworksshowthatthe priceofanarchyiscloseto1inbothlightandheavytraffic,thusraisingtheques- tion:cantheseobservationsbejustifiedtheoretically?Wefirstshowthatthisis notalwaysthecase:thepriceofanarchymayremainboundedawayfrom1for allvaluesofthetrafficinflow,eveninsimplethree-linknetworkswithasingle O/Dpairandsmooth,convexcosts.Ontheotherhand,foralargeclassofcost functions(includingallpolynomials),thepriceofanarchydoesconvergeto1in bothheavyandlighttrafficconditions,andirrespectiveofthenetworktopology andthenumberofO/Dpairsinthenetwork. 1 Introduction Almosteverycommuterinamajormetropolitanareahasexperiencedthefrus- tration of being stuck in traffic. At best, this might mean being late for dinner; at worst, it means more accidents and altercations, not to mention the vastly increased damage to the environment caused by huge numbers of idling en- gines. To name but an infamous example, China’s G110 traffic jam in August 2010 brought to a standstill thousands of vehicles for 100 kilometers between Hebei and Inner Mongolia. Not caused by weather or a natural disaster, this massive 10-day tie-up was instead laid at the feet of a bevy of trucks swarm- ing on the shortest route to Beijing, thus clogging the G110 highway to a halt (while ironically carrying supplies for construction work to ease congestion). This,therefore,raisesthequestion:howmuchbetterwouldthingshavebeenif alltraffichadbeenroutedbyasocialplannerwhocouldcalculate(andenforce) theoptimumtrafficassignment? Ingame-theoreticterms,thisquestionboilsdowntotheinefficiencyofNash equilibria.Themostwidelyusedquantitativemeasureofthisinefficiencyisthe so-calledpriceofanarchy(PoA):introducedbyKoutsoupiasandPapadimitriou (1999)andsodubbedbyPapadimitriou(2001),thePoAistheratiobetweenthe social cost of the least efficient Nash equilibrium and the minimum achievable cost. By virtue of this simple definition, deriving worst-case PoA bounds has given rise to a vigorous literature at the interface of computer science, eco- nomicsandoperationsresearch,withmanysurprisingresults. In the context of network congestion, Pigou (1920) was probably the first tonotetheinefficiencyofselfishrouting,andhiselementarytwo-roadexample withaPoAof4/3isoneofthetwoprototypicalexamplesthereof.Theotheris duetoBraess(1968),andconsistsofafour-roadnetworkwheretheadditionof azero-costsegmentmakesthingsjustasbadasinthePigoucase.Thesetwoex- ampleswerethestartingpointforRoughgardenandTardos(2002)whoshowed thatthepriceofanarchyin(nonatomic)routinggameswithaffinecostsmaynot exceed4/3.Ontheother hand,ifthenetwork’scostfunctionsare polynomials of degree at most d, the price of anarchy may become as high as Θ(d/logd), implyingthatselfishroutingcanbearbitrarilybadinnetworkswithpolynomial costs(Roughgarden,2003). Atthesametimehowever,theseworst-caseinstancesareusuallyrealizedin networkswithdelicatelytunedtrafficloadsandcosts;ifanetworkoperatesbe- yondthisregime,itisnotclearwhetherthepriceofanarchyisstillhigh.Indeed, using both analytical and numerical methods, a recent study by O’Hare et al. (2016) suggests that the PoA is usually close to 1 for very high and very low traffic,anditfluctuatesintheintermediateregime.Inasimilarsetting,Monnot et al. (2017) recently used a huge dataset on commuting students in Singapore to estimate the so-called “empirical” PoA (a majorant of the ordinary price of anarchy); their observations yield a value between 1.11 and 1.22, suggesting thattheactualvalueofthepriceofanarchyisevenlower. Allthisleadstothefollowingnaturalquestions: 1. UnderwhatconditionsdoesthePoAconvergeto1inlightorheavytraffic? 2. Dotheseconditionsdependonthenetworktopology,itscosts,orboth? 3. Can general results be obtained only for networks with a single origin- destinationpairordotheyextendtonetworkswithmultiplesuchpairs? 1.1 Ourresults Ourfirstresultisacautionarytale:weshowthatthepriceofanarchymayoscil- latebetweentwoboundsstrictlygreaterthan1forallvaluesofthetrafficinflow, eveninsimpleparallel-linknetworkswithasingleorigin-destination(O/D)pair (cf.Fig.1).Thecostfunctionsinourexampleareconvexanddifferentiable,so neitherconvexitynorsmoothnessseemstoplayamajorroleintheefficiencyof selfish routing. Moreover, our construction only involves a three-link network, sosuchphenomenamayariseinanynetworkcontainingsuchathree-linkcom- ponent. c (x)=(cid:2)1+1/2sin(logx)(cid:3)x2 �������������������������������������� 1 ○○○○ ○○○○ ○ ○ ○ ○ ����� ○ ○ ○ ○ ○ ○ ○ ○ o c2(x)=x2 d ������ ○ ○ ○ ○ c3(x)=(cid:2)1+1/2cos(logx)(cid:3)x2 ������� ○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○ ○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○○ ○○○○○○○○○○○ ����� ��-� ��� � �� ��� �����(�) Fig.1:Anetworkwhereselfishroutingremainsinefficientforbothlightandheavytraffic. Heuristically,thereasonforthisbehavioristhatthenetwork’scostfunctions exhibithigher-orderoscillationswhichpersistatanyscale,forbothhighandlow traffic.Thus,toaccountforsuchpathologies,wetakeatwo-prongedapproach: – In the low congestion limit, we focus on cost functions that are real ana- lytic, i.e., they are equal to their power series expansion near 0. Under this regularity assumption, we show that the PoA converges to 1, no matter the networktopologyorthenumberofO/Dpairsinthenetwork. – At the other end of the spectrum, to tackle the high congestion limit, we introduce the concept of a benchmark function. This is a regularly varying function c(x) that classifies edges into fast, slow or tight, depending on the growth rate of the cost along each edge;4 paths are then classified as fast, slowortight,basedontheirslowestedge.5 Wethenestablishthefollowing general result: if the “most costly” O/D pair in the network admits a tight path,thenetwork’sPoAconvergesto1underheavytraffic. Among other classes of functions, polynomials satisfy all of the above re- quirements,leadingtothefollowinggeneralprinciple: Innetworkswithpolynomialcostfunctions, thepriceofanarchybecomes1underbothlightandheavytraffic. Inotherwords,abenevolentsocialplannerwithfullcontroloftrafficassignment would not do any better than selfish agents in light or heavy traffic. Only if the traffic falls in an intermediate regime can there be a substantial gap between optimumandequilibriumstates. 4Regularvariationmeansherethatlim c(tx)/c(t)∈(0,∞)forallx>0(cf.Section4.2). t→∞ 5Asanexample,ifallthenetwork’scostfunctionsarepolynomialsofdegreed,alledges,paths andO/Dpairsaretightwithrespecttothebenchmarkfunctionc(x)=xd. 1.2 Relatedwork Much of the literature on congestion games is devoted to the study of bounds for the price of anarchy under different conditions. Roughgarden and Tardos (2002) proved a bound of 4/3 in the case of affine costs, independently of the network topology. This bound is sharp in that, for every M > 0, there exists a network with traffic inflow M and affine costs such that the PoA equal to 4/3. Importantly, ouranalysis shows that the order ofthe quantifierscannot be exchanged: in any network as above, the PoA gets arbitrarily close to 1 if the trafficinflowissufficientlylarge. Worst-case PoA bounds have been obtained for larger classes of cost func- tions.Forpolynomialcostswithdegreeatmostd,Roughgarden(2003)showed that the worst possible instance grows as Θ(d/logd). Dumrauf and Gairing (2006)providedsharperboundsformonomialsofmaximumdegreedandmin- imum degree q, while Roughgarden and Tardos (2004) provided a unifying re- sultforcoststhataredifferentiablewithxc(x)convex,whileCorreaetal.(2004, 2008)consideredlessregularclassesofcostfunctions.Forasurvey,thereader isreferredtoRoughgarden(2007). Thedifferencebetweenthemeanvalueofthepriceofanarchyanditsworst valuehasbeen studiedinthecontextof cognitiveradionetworksbyLaw etal. (2012). Youn et al. (2008) studied the difference between optimal and actual system performance in real transportation networks, focusing in particular on Boston’s road network. They observed that the price of anarchy depends cru- cially on the total traffic inflow: it starts at 1, it then grows with some oscil- lations, and ultimately returns to 1 as the flow increases. González Vayá et al. (2015)studiedoptimalschedulingfortheelectricitydemandofafleetofplug- in electric vehicles: without using the term, they showed that the PoA goes to 1 as the number of vehicles grows. Cole and Tao (2016) showed that in large Walrasian auctions and in large Fisher markets the price of anarchy goes to oneasthemarketsizeincreases.Finally,Feldmanetal.(2016)tookadifferent asymptotic approach and considered atomic games where the number of play- ers grows to infinity. Applying the notion of (λ,µ)-smoothness to the resulting sequence of atomic games, they showed that the price of anarchy converges to thecorrespondingnonatomiclimit. Fromananalyticstandpoint,theclosestantecedenttoourpaperistherecent workofColini-Baldeschietal.(2016)whostudiedtheheavy-trafficlimitofthe priceofanarchyinparalell-linknetworkswithasingleO/Dpair.Theanalysisof Colini-Baldeschietal.(2016)identifiedthatregularvariationplaysanimportant part in heavy traffic; however, it offered no insights into the light traffic regime ortheheavy-trafficlimitofthePoAinnon-parallelnetworkswithmorethanone O/D pair. Our paper provides an in-depth answer to these questions: we show that (a) the light-traffic analogue of regular variation is real analyticity; (b) the topologyofthenetworkdoesn’tmatter;and(c)theadventofseveralO/Dpairs doesn’tmatteraslongastheyadmitacommonbenchmark(whichisalwaysthe caseifthenetwork’scostsarepolynomial). Finally,ontheempiricalside,ourworkshouldbecomparedtothatofMon- notetal.(2017)whoperformedanempiricalstudyofthepriceofanarchybased on data from thousands of commuting students in Singapore. Focusing on the network’s empirical price of anarchy (a PoA majorant), they showed that rout- ing choices are near-optimal and the price of anarchy is much lower than tra- ditional worst-case bounds would suggest. Interestingly, the study of Monnot etal.(2017)alsosuggeststhattheSingaporeroadnetworkisoftenlightlycon- gested: as such, their results can be seen as a practical validation of the light traffic results presented here (and, conversely, our results provide a theoretical justificationfortheirempiricalobservations). 2 Modelandpreliminaries 2.1 Networkmodel Following Beckmann et al. (1956) and Roughgarden and Tardos (2002), the basiccomponentofourmodelisafinitedirectedmulti-graphG ≡ G(V,E)with vertex set V and edge set E. We further assume there is a finite set of origin- destination (O/D) pairs i ∈ I, each with an individual traffic demand mi ≥ 0 whichhastoberoutedfromanoriginoi ∈ V toadestinationdi ∈ V viaG. Toroutethistraffic,thei-thO/DpairemploysasetPiof(simple)pathsjoin- ing oi to di, each path p ∈ Pi comprising a sequence of edges that meet head- to-tail in the usual way.6 For bookkeeping reasons, we also make the standing assumption that (a) M ≡ (cid:80) mi > 0 (so there is a positive amount of traffic in i thenetwork);and(b)thesetsPi aredisjoint(whichholdsinparticularwhenall pairs(oi,di)aredifferent).Then,writingP ≡ (cid:83) Pi fortheunionofallsuch i∈I paths,thesetoffeasibleroutingflows f = (f ) inthenetworkisdefinedas p p∈P F = (cid:110)f ∈ (cid:146)P : (cid:80) f = mi foralli ∈ I(cid:111). (2.1) + p∈Pi p Inturn,aroutingflow f ∈ F inducesaloadoneachedgee ∈ E asx = (cid:80) f , e p(cid:51)e p andwewrite x = (x ) forthecorrespondingloadprofileonthenetwork. e e∈E Given all this, the delay (or latency) experienced by an infinitesimal traffic element in order to traverse edge e is determined by a nondecreasing, nonzero 6Tobeclear,wedonotassumeherethatPiisthesetofallpathsjoiningoitodi,butonlysome subsetthereof.Thisdistinctionisimportantforpacket-switchednetworkswhereonlypaths withalowhopcountareused. continuouscostfunction c : [0,∞) → [0,∞).Specifically, if x = (x ) isthe e e e∈E loadprofileinducedbyafeasibleroutingflow f = (f ) ,thentheincurredde- p p∈P layonedgee ∈ E isc (x ).Hence,withaslightabuseofnotation,theassociated e e costofpath p ∈ P isgivenby (cid:88) c (f) ≡ c (x ). (2.2) p e e e∈p Putting together all of the above, the tuple Γ = (G,I,{mi} ,{Pi} ,{c } ) i∈I i∈I e e∈E willbereferredtoasa(nonatomic)routinggame.7 2.2 Equilibrium,optimality,andthepriceofanarchy In this setting, the notion of Nash equilibrium is captured by Wardrop’s first principle: at equilibrium, the delays along all utilized paths are equal and no higher than those that would be experienced by an infinitesimal traffic element goingthroughanunusedroute(Wardrop,1952).Formally,aroutingflow f∗ is saidtobeaWardropequilibrium(WE)ofΓ if,foralli ∈ I,wehave cp(f∗) ≤ cp(cid:48)(f∗) forall p,p(cid:48) ∈ Pi suchthat fp∗ > 0. (2.3) BytheworkofBeckmannetal.(1956),itiswell-knownthatWardropequi- libria can be characterized equivalently as solutions of the (convex) minimiza- tionproblem: (cid:88) minimize C (x ), e e e∈E (cid:88) (WE) subjectto x = f , f ∈ F, e p p(cid:51)e where C (x ) = (cid:82) xec (w)dw denotes the primitive of c . On the other hand, a e e 0 e e sociallyoptimum(SO)flowisdefinedasasolutiontothetotalcostminimization problem: (cid:88) minimize L(f) = f c (f), p p p∈P (SO) subjectto f ∈ F. Toquantifythegapbetweensolutionsto(WE)and(SO),wewrite Eq(Γ) = L(f∗) and Opt(Γ) = min L(f), (2.4) f∈F 7Forsimplicity,whenthereisasingleO/Dpair,wewilldropIandtheindexialtogether. where f∗ is a Wardrop equilibrium of Γ. As Beckmann et al. (1956) showed, L(f∗) has the same value for all equilibria f∗. The game’s price of anarchy (PoA)isthendefinedas Eq(Γ) PoA(Γ) = . (2.5) Opt(Γ) Obviously,PoA(Γ) ≥ 1withequalityifandonlyifWardropequilibriaarealso sociallyefficient.Ourmainobjectiveinwhatfollowswillbetostudytheasymp- toticsofthisratiowhen M → 0or M → ∞. 3 Anetworkwhereselfishroutingisalwaysinefficient We begin by constructing a three-link network where the price of anarchy os- cillates between two values strictly greater than 1, no matter the traffic inflow M.Tothatend,letΓ beanonatomicroutinggameconsistingofasingleO/D M pairwithtrafficinflow M.Thistrafficistoberoutedoverthethree-linkparallel graphofFig.1withcostfunctions (cid:104) (cid:105) c (x ) = xd 1+ 1 sin(logx ) , (3.1a) 1 1 1 2 1 c (x ) = xd, (3.1b) 2 2 2 (cid:104) (cid:105) c (x ) = xd 1+ 1 cos(logx ) , (3.1c) 3 3 3 2 3 where d is an integer. It is easy to see that the cost functions (3.1) are convex and differentiable on [0,∞) for all d ≥ 2. Furthermore, the functions x c (x ) e e e arestrictlyconvex,sotheproblem(SO)admitsauniqueoptimumtrafficdistri- bution. Hence, the only way for the game’s price of anarchy to be equal to 1 is if the game’s (also unique) Wardrop equilibrium coincides with the network’s sociallyoptimumflow. For a given value of the total inflow M = x + x + x , the load profile 1 2 3 x = (x ,x ,x )isaWardropequilibriumifandonlyifc (x ) = c (x ) = c (x ),8 1 2 3 1 1 2 2 3 3 i.e.,ifthenormalizedprofilez = x/M satisfies (cid:104) (cid:105) (cid:104) (cid:105) zd 1+ 1 sin(logMz ) = zd = zd 1+ 1 cos(logMz ) . (3.2) 1 2 1 2 3 2 3 Likewise,afterdifferentiatingandrearranging,thecorrespondingconditionsfor thenetwork’ssociallyoptimumfloware (cid:104) (cid:105) zd 1+ 1 sin(logMz )+ 1 cos(logMz ) 1 2 1 2(d+1) 1 (cid:104) (cid:105) = zd = zd 1+ 1 cos(logMz )− 1 sin(logMz ) . (3.3) 2 3 2 3 2(d+1) 3 8Sinceanunusededgealwayshasacostofzero,allpathsareusedatequilibrium. A simple algebraic argument shows that Eqs. (3.2) and (3.3) never admit a common solution; since Eqs. (3.2) and (3.3) are periodic in logM, it also followsthatthegame’spriceofanarchyoscillatesperiodicallyatalogarithmic scale.Thus,focusingontheperiod1 ≤ M ≤ e2π,weconcludethat inf PoA(Γ ) = min PoA(Γ ) > 1, (3.4) M M M≥0 1≤M≤e2π i.e., Wardrop equilibria in the network of Fig. 1 remain strictly inefficient no matterthevalueof M. 4 NetworkswithasingleO/Dpair The example of the previous section shows that the price of anarchy may be bounded away from 1 for all values of the traffic inflow, even in a three-link parallel network with a single O/D pair. That being said, the behavior of the cost model (3.1) at both ends of the congestion spectrum is fairly irregular, so the question remains: is selfish routing bad under light/heavy traffic for more “reasonable”classesofcostfunctions? 4.1 Thelighttrafficlimit A key observation regarding the counterexample (3.1) is that the “topologist’s trig” terms sin(logx) and cos(logx) are highly pathological: their oscillations become dense near 0, so the corresponding cost functions do not admit deriva- tives of all orders at 0. To exclude such singularities, we will instead focus on functionsthataresmoothenoughtoadmitafaithfulTaylorexpansionat0: Definition1. Afunctiong: (cid:146) → (cid:146)iscalled (real)analyticat x ifthereexists 0 anopenneighborhoodU of x andrealnumbersg ,k = 0,1,...,suchthat 0 k (cid:88)∞ g(x) = g (x−x )k forall x ∈ U. (4.1) k 0 k=0 All polynomials are analytic, as are exponential, trigonometric, and most special functions (like the gamma function). Remarkably, under this mild reg- ularity requirement, we have the following general result for lightly congested networkswithasingleO/Dpair: Theorem1. Let Γ be a nonatomic routing game with a single O/D pair and M trafficinflow M.Ifthenetwork’scostfunctionsareanalytic,wehave lim PoA(Γ ) = 1. (4.2) M M→0+ Despite appearances, Theorem 1 is fairly surprising. Indeed, at first sight, onewouldexpectthatwhenM → 0,trafficissolightthatitdoesn’treallymatter howitisrouted.Thisisindeedthecaseif,forinstance,allpathsinthenetwork exhibitapositivecostfor M = 0.However,ifthecostofanemptypathiszero, this is no longer the case: the optimum and equilibrium assignments could be fairlydifferent(evenforlowtraffic),sothereisnoapriorireasonthattheprice of anarchy should converge to 1 as M → 0 (the example of Section 3 clearly illustrates this phenomenon). Theorem 1 shows that all that is needed for this tooccurisforthenetwork’scostfunctionstobefaithfullyrepresentedbytheir Taylor series. When this regularity condition is met, optimum and equilibrium costsnolongerfluctuatebut,instead,theyconvergetothesamevalue. 4.2 Theheavytrafficlimit In the heavy traffic limit, Taylor expansions are no longer meaningful so we require a different criterion to rule out pathological oscillations. We do so by meansofthenotionofregularvariation: Definition2. Afunctiong: [0,∞) → (0,∞)issaidtoberegularlyvaryingif g(tx) lim isfiniteandnonzeroforall x ≥ 0. (4.3) t→∞ g(t) In words, regular variation means that g(x) grows at the same rate when viewedatdifferentscales.Standardexamplesofregularlyvaryingfunctionsin- cludeallaffine,polynomialand(poly)logarithmicfunctions.Theconceptitself dates back to Karamata (1933) and has been used extensively in probability and large deviations theory (see e.g. de Haan and Ferreira, 2006; Jessen and Mikosch, 2006; Resnick, 2007); for a comprehensive survey, the reader is re- ferredtoBinghametal.(1989). With all this at hand, we will discard growth irregularities (such as those observedinSection3)bypositingthateachcostfunctionc (x)canbecompared e asymptotically to some regularly varying function c(x). Specifically, given an ensembleofcostfunctionsC = {c } ,wesaythataregularlyvaryingfunction e e∈E c: [0,∞) → (0,∞)isabenchmarkforC ifthe(possiblyinfinite)limit c (x) α = lim e (4.4) e x→∞ c(x) existsforalle ∈ E. When it exists, this limit will be called the index of edge e, and e will be calledfast,slow,ortight(relativetoc)ifα isrespectively0,∞,orin-between. e Since bottlenecks in a path are caused by the slowest edges, we also define the indexofapath p ∈ P as α = maxα , (4.5) p e e∈p and we say that p is fast, slow, or tight based on whether α is 0, ∞, or in- p between.Finally,wesaythatthenetworkistightiftheindexofthenetwork α = minα (4.6) p p∈P isfiniteandpositive(0 < α < ∞). In words, a path is fast (resp. tight/slow) if its slowest edge is fast (resp. tight/slow), and the network is tight if its fastest path is tight. In particular, tightness guarantees that the network admits a path whose cost grows asymp- totically as a multiple of some regularly varying benchmark function c(x). The importance of this growth requirement is illustrated by the counterexample of Section 3: if we slightly relax the tightness concept by asking that the network admitsapathwhosecostgrowsasΘ(c(x)),thepriceofanarchymaybebounded awayfrom1forallvaluesof M.Instead,undertightness,wehave: Theorem2. Let Γ be a nonatomic routing game with a single O/D pair and M trafficinflow M.Ifthenetworkistight,then lim PoA(Γ ) = 1. (4.7) M M→∞ Inotherwords,ifthefastestpathinthenetworkistight,selfishroutingbecomes efficientinthehighcongestionlimit. Asanimmediatecorollary,wethenhave: Corollary1. InnetworkswithpolynomialcostsandasingleO/Dpair,wehave PoA(Γ ) → 1as M → ∞. M Proof. Let d be the degree of c , set d = max d , and let d = min d . e e p e∈p e p∈P p Thenetworkisclearlytightwithrespecttoc(x) = xd,soTheorem2applies. (cid:4) Combining Theorem 1 and Corollary 1, we conclude that selfish routing becomesefficientunderbothlightandheavytrafficinnetworkswithpolynomial costs.Beyondthepolynomialcase,Theorems1and2showthatanalyticityand regularvariationcanbeseenasdifferentsidesofthesamecoin:theybothensure asymptotic regularity and they both exclude pathological oscillations (at zero and infinity respectively). As such, our results for light and heavy traffic are chieflysetapartbythenotionoftightness(whichonlyappliesforheavytraffic). The reason for this qualitative difference is that costs might diverge to infinity at very different rates when the traffic inflow grows large; by contrast, all costs arefinitewhenthereisnotraffic,sothenotionoftightnessisredundantthen.

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price of anarchy is close to 1 in both light and heavy traffic, thus raising the ques- tion: can these observations be using both analytical and numerical methods, a recent study by O'Hare et al. (2016) suggests that the PoA is .. A geometric approach to the price of anarchy in nonatomic congestio
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