This paper studies the problem that when a manager is facing an important business opportunity and has only imperfect information in hand, how to make a reasonable decision to bring the enterprise the maximum prospect gain or the minimum expect loss. 研究了决策者面对一个重要的商业机会,在掌握不完全信息的情况下,该做出怎样的理性决策才能使企业的期望获利最大或期望损失最小的问题。