Intelligent agents have been shown to be a good approach to addressing the issues of limited capacity and unreliable wireless links in mobile computing. However, before the approach can be commercially viable, a set of management capabilities that support the controls of intelligent agents in a mobile environment need to be in place. Since controls can only be applied after the target agent is located, an effective agent search algorithm is an indispensable part of the management functions. In this paper, we propose a new algorithm, the highest probability first algorithm, for locating the target agent. The approach makes use of the execution time information to reduce cost and network traffic. The execution time of the agent on a server is assumed to be binomial distributed and therefore is more realistic.