...

I want to implement an UDP server and have problems on defining on how the server handles coming concurrent udp "connections" from multiple clients. What I basically want to implement is an DNS proxy.

You should see following implementation of transport layer from maidsafe-dht project: https://github.com/maidsafe/MaidSafe-Transport/tree/master/src/maidsafe/tran... Also, this code reviewed by boost.asio author Christopher M. Kohlhoff.