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Data admission control is an important issue in wireless sensor networks (WSNs) because of the limited transmission coverage area and the limited battery capability of each sensor node. To achieve the optimum benefit of the sensor network, a reward when a data package arriving at a sensor is accepted (not rejected) for transmission is considered, but a holding cost per unit time for the accepted data package waiting in the sensor for transmission is also incurred. For the sensor with sleep and active phases, a dynamic data admission control model is developed in this paper. By constructing a suitable Markov decision process (MDP), we verify that the optimal admission control policy of when to admit or reject an arriving data packet is a control limit policy, in order to achieve the maximum expected a discounted reward in the sleep and active phase, respectively. Furthermore, we provide a formula for how to calculate the upper bound of these threshold values. For the identified model with the optimal expected discount reward, the energy consumption of the sensors in active and sleep phases, as well as the energy consumption switching from active to sleep per unit time and vice versa is investigated. Extensive simulation is implemented. The results show that the problem is effectively solved by an optimal scheme with high energy efficiency. The results of this paper can be applied to designing optimal sensor nodes in wireless sensor networks.