Dynamic pickup and delivery problems (PDPs) require online algorithms for managing a fleet of vehicles. Generally, vehicles can be managed either centrally or decentrally. A common way to coordinate agents decentrally is to use the contract-net protocol (CNET) that uses auctions to allocate tasks among agents. To participate in an auction, agents require a method that estimates the value of a task. Typically, this method involves an optimization algorithm, e.g. to calculate the cost to insert a customer. Recently, hyper-heuristics have been proposed for automated design of heuristics. Two properties of automatically designed heuristics are particularly promising: (1) a generated heuristic computes quickly, it is expected therefore that hyper-heuristics perform especially well for urgent problems, and (2) by using simulation-based evaluation, hyper-heuristics can create a ‘rule of thumb’ that anticipates situations in the future. In the present paper we empirically evaluate whether hyper-heuristics, more specifically genetic programming (GP), can be used to improve agents decentrally coordinated via CNET. We compare several GP settings and compare the resulting heuristic with existing centralized and decentralized algorithms based on the OptaPlanner optimization library. The tests are conducted in real-time on a dynamic PDP dataset with varying levels of dynamism, urgency, and scale. The results indicate that the evolved heuristic always outperforms the optimization algorithm in the decentralized multi-agent system (MAS) and often outperforms the centralized optimization algorithm. Our paper demonstrates that designing MASs using genetic programming is an effective way to obtain competitive performance compared to traditional operational research approaches. These results strengthen the relevance of decentralized agent based approaches in dynamic logistics.