In this paper, we describe a general method for controlling the behavior of mobile agent-system entities through allocation of privileges.  Privileges refer to policy rules that govern the access and use of computational resources and services.  The scheme is based on the capability of most mobile agent systems to extend the platform processing environment and the use of two forms of privilege management certificates: attribute certificates and policy certificates.  Privilege management certificates are digitally signed objects that allow various policy setting principles to govern the activities of mobile agents through selective privilege assignment.  This approach overcomes a number of problems in existing agent systems and provides a means for attaining improved interoperability of agent systems designed and implemented independently by different manufacturers.  We also describe applying the scheme to Java-base agent systems.