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In this paper, we propose a power control algorithm using non-cooperative game theory for Wireless Ad Hoc & Sensor Networks. Efficient power control algorithms are of major concern for these networks, not only because the power consumption can be significantly decreased but also because the interference can be reduced, allowing for higher throughput. We 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. And the proposed algorithm is efficient and can achieve better performance.