You should use OpenCL if you have some heavy weight computations that can be parallelized and you want to use your graphic card to do it (or parts of it).
It has a bit strange model of computation (at least if you know just "general" programming and not how the GPU works or if you have strong background in some areas of math), and quite some limitations what/how you can do.
So I think it's quite unlikely that's what you are looking for.
Actors have very little to do with OpenCL, I think the only commonality of the two that they both address the problem of parallel computation, but from a very different perspective. IMO the actor model is much easier to understand and probably also to use it (but it's just a guess as I didn't really have any business with OpenCL so far).
If you want to implement an agent based system then actors can be quite useful. You could have a look at standard scala actors, or alternative implementations:
- Akka, also offering many additional functionality on top of actors + nice docs with some tutorials
- actors in scalaz