No, it's not possible at the moment, and may never be added as a feature. It's been discussed quite a lot, and the consesus is that it would be hard to implement (the main problem is, if a game modifies stuff on-disk, you have to save all the files it modifies as part of the savestate too). Also, dosbox was never written with savestate functionality in mind, so it would need a lot of work to implement anyway.