—Maintaining performance and reliability in wireless networks is a challenging task due to the nature of wireless channels. Multipath data transmission has been used in wired scenarios to reduce latency, improve throughput, and when/where possible - balance the load. In this paper, we propose an approach for multipath data transmission over wireless networks. We demonstrate that the problem under study can be formulated as a Markov Decision Process (MDP) and we propose an algorithm called On-line Policy Iteration (OPI), to solve the formulated MDP in real time. We verified the proposed approach using simulations with ns-2 and data collected from real heterogeneous wired/wireless networks. The results indicate that we improve both delay and loss characteristics of end-to-end wireless communications outperforming the classical multi-path schemes including Round Robin and Join the Shortest Queue.