SQL Server Analysis Services - where do I store user logins? If I would like to create a Business Intelligence (BI) system using SSAS, with SSRS getting data from the SSAS cube.  

Which would be the best possible option to store users' credentials used with SSAS? 

Active directory seems to be the only option, but unfortunately it creates the need for additional Active Directory licenses and therefore higher costs.

Is there any other solution?
SSAS works with windows authentication only. Being in a domain is the normal way to do this, hence Active Directory is usually the way to go. You have not provided much details in terms of suggesting something else.