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Power control is an important issue in wireless sensor networks, where the lifetime of the network relies on battery powered nodes. One of efficient ways of power management is to control the power at which the nodes transmit. In this paper, we apply game theory to solve the power control problem in wireless sensor networks and propose a power control algorithm based on non-cooperative game with incomplete information. Moreover, Bayesian Nash equilibrium theorem is introduced to determine the existence and uniqueness proof of Nash equilibrium algorithm. Simulation results show that there exist points for each of the cost functions considered, which give the maximum net utility given the strategies taken by all other nodes as fixed.