摘要
给出了基于时序Petri网下的网上证券交易系统,其模型过于复杂。由于Petri网本身很强的模拟能力,本文用P/T_系统,模拟了证券交易所的网上证券交易系统,进而用S-不变等方法对其进行了验证。
gives a model of online stock trading system based on temporal Petri nets, but, it is much complicated. Petri nets are a powerful describing and analyzing tool of discrete event dynamic concurrent systems, so, we propose a new model of online stock trading system of Shanghai Stock Exchange, it is based on Place/Transition-Nets. And the verification of the model is shown by S- invariants.
出处
《微计算机信息》
北大核心
2006年第09X期226-228,共3页
Control & Automation
基金
四川省科技厅应用基础课题(03226125)