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Multicell cooperation is emerging as a promising wireless communication technique to significantly improve the performance of cellular networks in terms of the coverage of high-datarate services and the system throughput for the next generation wireless networks. On the other hand, multicell cooperation also imposes the new challenges associated with the two mutually conflicting constraints between the power/energy efficiency/saving and the QoS provisioning required by mobile users, which differ from the conventional cellular networks. To overcome the above problem, we propose the semi-Markov decision process model-based stochastic optimization scheme for the optimal trade-off between power saving and QoS provisioning over multicell cooperation networks. Our objective is to efficiently minimize the power consumption at base stations while guaranteeing diverse QoS provisioning for mobile users through multicell cooperation power scheduling. To achieve this goal, we apply finite-state Markov chains to model the mobile users¿ density, mobility, multicell cooperation power-profile scheduling, and QoS provisioning. Using these models, we formulate the SMDP-based stochastic optimization problem and develop an efficient iteration algorithm to implement our SMDP-based scheme. We evaluate our proposed schemes through numerical analyses, which show that our proposed schemes significantly outperform the other schemes in terms of minimizing power consumption while guaranteeing the required QoS provisioning.