Based on the theory of on-line problem and competitive strategy , which is a hot research direction in the domain of optimization , by introducing the related concepts into the management field , we propose a series of con2 cepts for the on-line management theory. We also illustrate the difference between the competitive strategy and some traditional methods when they face the on-line management problems. Furthermore , we propose a framework of the research for on-line management decision problems by competitive strategy. Finally , we give a practical example of on-line management problem in order to combine some relevant theory with them.