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RMI is the only protocol that JMX implementations are required to support. JMXMP is another protocol called out specifically in the JMX specification for remote connectors. If you want to go with HTTP, you will have to look at one of the (currently) non-standard approaches:
Other Connector or adaptor/adapter with HTTP support, such as MX4J, GlassFish, etc.
Write a servlet or other HTTP-facing server implementation (or better yet, use Spring's HTTP exposure) that interacts with your MBean server. This is not as "direct" as using an HTTP connector or adaptor.