In an MDB, a reconnection interval and number of connection attempts can be specified:

// **** RECONNECT PARAMETERS *****************************
@ActivationConfigProperty(propertyName="reconnectAttempts", propertyValue="10"),
@ActivationConfigProperty(propertyName="reconnectInterval", propertyValue="60")

Providing a value of "-1" for "reconnectAttempts" should indicate an infinite number of retry attempts.