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In this paper, we consider a model of two-user channel with one primary user and one secondary user. Then we present a novel power control approach based on ε-greedy Monte Carlo method to solve transmit-power control problem of the secondary user. Theoretical analysis and simulation results both show that the approach can not only optimize transmit-power control of the secondary user, but also be used to determine sensing error or interference temperature limit in cognitive-radio environment. And it is also proved that the approach is valid even when the interference temperature limit or sensed interference level is not known or not known accurately.