2024-11-0920061532-634910.1080/153263405004817212-s2.0-32144433364http://dx.doi.org/10.1080/15326340500481721https://hdl.handle.net/20.500.14288/9285This paper considers the problem of dynamic admission control in a loss queueing system with two classes of jobs. The jobs require an exponential amount of service time with different means and bring different revenues, whereas the arrivals occur according to a general distribution. We establish the existence of optimal acceptance thresholds for both job classes and show that under certain conditions there exists a preferred class. We also provide an example to demonstrate that for a Markov modulated Poisson arrival process there may be states in which both classes are rejected.StatisticsProbabilityJournal Article1532-4214235051100004Q46097