This paper, which is a part of the DHS BSI initiative, by Howard Lipson and Ken van Wyk provides a good overview of App Firewalls and Proxies. The paper discusses some of the benefits of App Firewalls, such as a centralized point for security controls, as well as the drawbacks, and finally summarizes the key decision points to consider if an App Firewall is right for your project. There are several examples given as well.
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