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A key issue of dynamic spectrum access in cognitive radio networks is to ensure that the interference incurred on primary users is under control. While interference models and optimization algorithms exist for spectrum sharing in cognitive radio networks, the study on network protocol design is still preliminary. In this paper, we aim to propose a distributed power control protocol for enabling effective spectrum sharing between primary and secondary users. The goal of power control is to maximize the aggregate capacity of the secondary network while ensuring that the cumulative interference incurred on primary users is within their interference temperature limit. We start by formulating the problem using network optimization, and then propose a distributed algorithm for solving the optimization problem using game theory. Based on the proposed distributed algorithm, we then design a network protocol for achieving distributed power control in cognitive radio networks. We find that while the network protocol can indeed achieve the desired performance of the power control game, it incurs significant protocol overheads during the convergence of the game. We therefore propose a hybrid protocol for better trade-offs between network optimality and protocol complexity. Evaluation results show the benefits of the proposed protocol for power control in cognitive radio networks.