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The rapid progress of high-performance computing entails new challenges related to solving large scientific problems for various subject domains in a heterogeneous distributed computing environment (e.g., a network, Grid system, or Cloud infrastructure). The specialists in the field of parallel and distributed computing give the special attention to a scalability of applications for problem solving. An effective management of the scalable application in the heterogeneous distributed computing environment is still a non-trivial issue. Control systems that operate in networks, especially relate to this issue. We propose a new approach to the multi-agent management for the scalable applications in the heterogeneous computational network. The fundamentals of our approach are the integrated use of conceptual programming, simulation modeling, network monitoring, multi-agent management, and service-oriented programming. We developed a special framework for an automation of the problem solving. Advantages of the proposed approach are demonstrated on the parametric synthesis example of the static linear regulator for complex dynamic systems. Benefits of the scalable application for solving this problem include automation of the multi-agent control for the systems in a parallel mode with various degrees of its detailed elaboration. [ABSTRACT FROM AUTHOR]