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var state = Immutable.fromJS({
  product_preview: {
    product_type: '',
    media_items: [
      {id: 0, url: 'my_url'}, 
      {id: 1, url: 'my_url'},
      {id: 2, url: 'my_url'}
    ],
  },
});

// TASK: find the item inside the media_items list with id = 1 and update it's url to 'my_new_url'

// First, exhaustive solution, using only simple `get` and `set`, and `findIndex` methods
var product_preview = state.get('product_preview');
var media_items = product_preview.get('media_items');

var idx = media_items.findIndex(function(item){ 
  return item.get('id') === 1;
});
var item = media_items.get(idx);
// Now we have the item, update it
var newItem = item.set('url', 'my_new_url');
var newMedia_items = media_items.set(idx, newItem);
var newProduct_preview = product_preview.set('media_items', newMedia_items);
var newState = state.set('product_preview', newProduct_preview);

// A bit simpler, by using `getIn` and `setIn` to perform deep get and set operations
var media_items = state.getIn(['product_preview', 'media_items']);
var idx = list.findIndex(function(val){ return val.get('id') === 1; });
var newState = state.setIn(['product_preview', 'media_items', idx, 'url'], 'my_new_url');

// Lastly, using `updateIn`
var newState = state.updateIn(['product_preview', 'media_items'], function(list){
	var idx = list.findIndex(function(item){
		return item.get('id') === 1;
	});
	return list.setIn([idx, 'url'], 'my_new_url');
});