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.