This paper describes the Bayesian decision procedure and illustrates t
he methodology through an application to dose determination in early p
hase clinical trials. The situation considered is quite specific: a fi
xed number of patients are available, to be treated one at a time, wit
h the choice of dose for any patient requiring knowledge of the respon
ses of all previous patients. A continuous range of possible doses is
available. The prior beliefs about the dose-response relationship are
of a particular form and the gain from investigation is measured in te
rms of statistical information gathered. How all of these specificatio
ns may be varied is discussed. A comparison with the continual reasses
sment method is made.