There are a few questions you can see here. Firstly, UDP is great for Android. It can send and receive UDP packets just fine. The big problem is that the phone cannot receive incoming UDP connections so that it does not open the initial connection, unless it is connected to WiFi and the connection is from the same local network.
In 3G / 4G, the phone is not addressed externally because the wireless operator has a firewall with a proxy server. Therefore, inbound connections are not transmitted through this firewall. If instead the phone opens a connection due to the firewall, then bidirectional traffic can flow through this link.
Now you will have a problem
1) Saving a link on the network when the phone goes from the network (3G) to the network (Wifi)
2) Battery life from a constantly open connection
Most likely, you really want C2DM for what you are watching.
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