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An application that uses the SessionController does not itself setup set up a socket to it, and send data back and forth, but it instead uses the Agent, which then keeps the connection to a SessionController, as well as caching sessions, to minimize network traffic.
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If your setup contains hundreds of agents, you might wish to share the load between more machines, in that case you can use dynamic loadbalancingload balancing, see the section about this later in this document.