In this paper we consider a loss system where the arrivals can be clas
sified into different groups according to their arrival rate and expec
ted service time. While the standard admission policy consists of reje
cting only those customers who arrive when all servers are busy, we ad
dress the problem of finding the optimal static admission policy (with
respect to a given reward structure) when customers can be discrimina
ted according to the group they belong to, thus customers of some grou
ps might be automatically rejected (even if some servers remain idle)
in order to enhance the global efficiency of the system. The optimalit
y of a c mu-rule is shown, from which finite-time algorithms for the o
ne-and two-server cases are derived.