A Decision Guidance Management System (DGMS) is a productivity platform for fast development of applications that require a closed-loop data acquisition, learning, pre- diction, and decision optimization. This paper introduces the DGMS concept, and the first DGMS data model with its query language, DG-SQL. The DGMS data model is an ex- tension of the relational model with probability distributions over a set of attributes as random variables. DG-SQL sup- ports a seamless integration of (1) querying the data collec- tion and construction of learning sets, (2) learning from the learning sets, using parameterized transformers and option- ally defining an estimation utility, such as sum of squares of errors, to be minimized; (3) probabilistic prediction and simulation, using expressions that involve random variables, such as expectation, variance and probability of a logical formula; and (4) stochastic or deterministic optimization, where search space is defined as a set of feasible non-deter- ministic query evaluations.