1. A method comprising: receiving, at a first server executing desktop virtualization software, state information for a desktop virtualization system comprising a plurality of desktop virtualization servers, said plurality of desktop virtualization servers including the first server; executing, by the desktop virtualization software of the first server, a load balancing algorithm based on the desktop virtualization system state information, wherein the load balancing algorithm determines: (a) a load balancing action for the desktop virtualization system; and (b) a target server in the plurality of desktop virtualization servers to perform the load balancing action; determining, by the desktop virtualization software of the first server, whether the first server is the target server to perform the load balancing action; and based on a determination that the first server is the target server to perform the load balancing action, performing the load balancing action at the first server.