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Wireless signals contain transmitter specific features, which can be used to verify the identity of transmitters and assist in implementing an authentication and authorization system. Most recently, there has been wide interest in using deep learning for transmitter identification. However, the existing deep learning work has posed the problem as closed set classification, where a neural network classifies among a finite set of known transmitters. No matter how large this set is, it will not include all transmitters that exist. Malicious transmitters outside this closed set, once within communications range, can jeopardize the system security. In this paper, we propose a deep learning approach for transmitter authorization based on open set recognition. Our proposed approach identifies a set of authorized transmitters, while rejecting any other unseen transmitters by recognizing their signals as outliers. We propose three approaches for this problem and show their ability to reject signals from unauthorized transmitters on a dataset of WiFi captures. We consider the structure of training data needed, and we show that the accuracy improves by having signals from known unauthorized transmitters in the training set.