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This sounds like a job for web services, either over SOAP or XML-RPC. I suppose Java can DO those, but the Java-ness isn't what's central to the implementation. The thing you should be focussing on is the interaction design, not the application architecture. Many-many web services can run on one server, so in most cases you'll have "agents" making LOCAL web service requests.
If it were I, I'd write them in Perl. There are existing SOAP implementations in Perl that wrap your code and handle the web-service business for you. Maybe there are things like that in Java too, I wouldn't know.
What do you plan to DO with these "agents"? What's the point of the system?
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