Since the 10.9.5 OS X update, Apple has changed its security model to only support applications from the Mac App Store and identified developers. This has caused OnDemand apps to fail to run with the error:
"'x.jnlp' can't be opened because it is from an unidentified developer."
To workaround this change, go to System Preferences -> Security & Privacy:
Click the lock button to make changes:
And check the radio box "Anywhere" under "Allow apps downloaded from and Select "Allow From Anywhere" in the warning message:
You should now be able to open OnDemand Apps once again.
Changing the settings to "Allow From Anywhere" will make your computer more vulnerable to attacks from untrusted apps. Once you have changed this setting, take caution when dowloading and running Java apps from untrusted sources (random internet pages, forums, etc.).