This paper focus on optimal Call Admission Control (CAC) policy for an IEEE 802.16 Wireless MAN. This policy has two objectives: (i) statistically guarantee the QoS of UGS, rtPS and nrtPS connections, (ii) maximize the average revenue of the wireless link. To find such optimal policy, we model our CAC agent as a Constrained Semi-Markov Decision Process (CSMDP). To the best of our knowledge, the only algorithm able to compute the optimal control policy of a CSMDP is based on the Linear Programming (L.P.) approach. Unfortunately, a realistic CAC problem with a large states space is intractable with the L.P. algorithm. Our work presents two contributions. First, the proposition of an optimal CAC for Triple-Play services support over a 802.16 WMAN. Second, the presentation of an alternative iterative algorithm that can be used to overcome the difficulties faced by the L.P. approach.