A method, system, and computer program product for allocating data mining processing tasks that does not use complex internal schemes, yet results in better performance than is possible with general-purpose operating system based schemes. The present invention uses a data mining agent that operates autonomously, proactively, reactively, deliberatively, and cooperatively to allocate and reallocate data mining processing tasks among computer systems, and/or among processors. The data mining agent reacts to its own environment, determines if a data mining activity can be completed as expected, solicits bids from other data mining agents, determines if another data mining system could complete the data mining activity and migrates that data mining activity to the selected data mining system.