This paper describes a decision support system paradigm based on applied game theory. The paradigm is to enable decision makers to better grasp the context and significance of available information presented in a situation and to enable a better "understand" of the operational implications of the information with respect to various decision alternatives. The application of an evolutionary game and Bayesian probability integrated approach is incorporated in an Intelligent Agent (IA) software architecture. The architecture is to allow the computer system to interact more effectively with the decision makers while maintaining a high level of autonomy for efficient knowledge acquisition and decision support.