>   Is there anyone that know if possible to disable the option reply
> for tickets with states "closed successful", "closed unsuccessful" and
> "closed with workaround"?

have a look here
http://doc.otrs.com/doc/manual/admin/stable/en/html/customization.html#acl-reference
 

    Properties => {
        Ticket => {
            State => ['closed successful', 'closed unsuccessful', 'closed with workaround'],

    PossibleNot => {
         Action => ['AgentTicketCompose'],