This paper describes the Bayesian decision procedure and illustrates the methodology through an application to dose determination in early phase clinical trials. The situation considered is quite specific: a fixed number of patients are available, to be treated one at a time, with the choice of dose for any patient requiring knowledge of the responses 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 terms of statistical information gathered. How all of these specifications may be varied is discussed. A comparison with the continual reassessment method is made.