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We consider adaptive subcarrier assignment and fair power control strategy that minimizes a cost function of average relay powers for multi-user wireless OFDM networks, where relays assist communication between sources and destinations with an amplify-and-forward strategy. Using a class of beta-fair cost functions to balance the tradeoff between energy efficiency and fairness, jointly optimal subcarrier and power allocation schemes at the relays are derived in the quasi-closed form. In addition, we develop novel stochastic optimization algorithms capable of dynamically learning the intended wireless channels on-the-fly to approach the optimal policy. Numerical results are provided to evaluate the proposed schemes for multi-user OFDM relay networks over block fading channels.