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This paper discusses development of a multi-domain conversational dialog system for simultaneously managing chats and goal-oriented dialogs. In this paper, we present a UMDM (Unified Multi-domain Dialog Manager) using a novel example-based dialog management technique. We have developed an effective utterance classifier with linguistic, semantic, and keyword features for domain switching and an example-based dialog modeling technique for domain-portable dialog models. Our experiments show that our approach is very useful and effective in multi-domain dialog system.