Parse the URL that needs to be notified of the end of the job, along
with the number of retries in case of failure, the amount of time to
wait between retries and proxy settings
Note that this transition method is called directly (and synchronously)
by MRAppMaster's init() method (i.e., no RPC, no thread-switching;
just plain sequential call within AM context), so we can trigger
modifications in AM state from here (at least, if AM is written that
way; MR version is).