Using:
ProxyPass / balancer://mycluster/ stickysession=JSESSIONID|jsessionid nofailover=On
ProxyPassReverse / balancer://mycluster/
or
ProxyPass / balancer://mycluster stickysession=JSESSIONID|jsessionid nofailover=On
ProxyPassReverse / balancer://mycluster
(note that this one won't work with mod_proxy_balancer).

You get stuff like:
curl -v http://jfcpc:8000/myapp
+++
< HTTP/1.1 302 Moved Temporarily
< Date: Thu, 25 Aug 2011 09:40:17 GMT
< Server: Apache-Coyote/1.1
< Location: http://jfcpc:8000//myapp/
< Content-Length: 0
< Content-Type: text/plain
+++
Or
curl -v http://jfcpc:8000/myapp/TestRedirect?location=/toto.html
+++
< HTTP/1.1 302 Moved Temporarily
< Date: Thu, 25 Aug 2011 09:42:59 GMT
< Server: Apache-Coyote/1.1
< Location: http://jfcpc:8000//toto.html;jsessionid=OYeoix8WaRh6VEtlSrfzIS7Q.498bb1f0-00d9-3436-a341-7f012bc2e7ec
< Content-Length: 0
< Set-Cookie: JSESSIONID=OYeoix8WaRh6VEtlSrfzIS7Q.498bb1f0-00d9-3436-a341-7f012bc2e7ec; Path=/myapp
< Content-Type: text/plain
+++