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Building and management of model base are very important jobs in practical decision support system. There are very few concerns on some basic conceptions of model base in current researches, which contain convinced definition of characters of model base and correlative methodology etc. After analyzing what were the key problems of building and management model base, we redefined the characters of model base and structure of model base management system, and then brought forward a solution to build and manage model base. This solution embodied the technologies of agent and object-oriented software engineering. In the end, we discussed a method of implementation with J2EE, which provided perfect software architecture for our task.