As Luis M. points out, L. amboinensis (if that is the shrimp you have) are simultaneous hermaphrodites, and it is normal for all healthy adults in a group to carry eggs at the same time. His information on storing sperm may be mistaken. At least one study has found that the shrimp can store sperm for at least two fertilizations from a single copulation. There is anecdotal evidence that storage can be for up to four fertilizations from a single copulation.
I forget which study determined that sperm was stored for at least two, but it should be one of the two listed below. Neither of them are (to my knowledge) available online, but your local university should have or be able to get them for you.
While there are a few people who claim to have raised them from egg to adult, they have either not published their results, or they claim they are trade secrets and will not help you with raising them yourself. Nobody that I am aware of is providing them to the retail trade, in any case.
Waikiki Aquarium is said to successfully have raised them from egg to adult in a system that used flow-through of fresh sea water, but according to Rob Toonen (back in 1999), when three different people asked how they did it, they got three different answers. (
http://www.reefs.org/library/article/r_toonen10.html)
In regard to fishmark's recommendation of Kirkendoll's book, I will stress that her information is good on how to raise larve in general, but the specific information on L. amboinensis largely consists of 1.) they eat differently than L. wurdemanni and 2.) she couldn't get them to settle and metamorphose. But if you want to try your hand at breeding shrimp and are willing to give it a go with peppermint shrimp, the book is a great resource, easy to read, and well worth the cost. All in all, I recommend the book highly, but don't buy it thinking it will give you the key to captive raising of L. amboinensis.
Of course, all of this is hanging from the assumption that you have L. amboinensis. You should be able to determine that by doing an internet search on "cleaner shrimp" and looking around until you find the right one.
Hope this helps.
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Simoes, F., Yasir, I., Jones, D.A. (1998). Reproductive biology of Lysmata debelius (Bruce 1983) and L. amboinensis (deMan 1888), (Caridea, Hippolytidae) tropical marine cleaner shrimps important in the sea water aquarium trade. Aquaculture ’98 Book of Abstracts, 496.
Fiedler, G.C. (1998). Functional, simultaneous hermaphroditism in female-phase Lysmata amboinensis (Decapoda: Caridea: Hippolytidae). Pacific Science, 52(2), 161-169.