Stochastic Power Control for Time-Varying Fading Wireless Communication Networks

The performance of stochastic optimal power control for time-varying fading channels, in which the evolution of the dynamical channel is described by stochastic differential equations, is determined. Both long-term and short-term time-varying models for fading wireless channels are considered. These models essentially capture the spatio-temporal variations of wireless channels. The solution of the stochastic optimal control is obtained through path-wise optimization, which is solved by linear programming using a predictable power control strategy. The algorithm can be implemented using an iterative numerical scheme. The performance of the algorithm is interference or outage probability. The algorithm can be used as long as the time duration for successive adjustments of transmitter powers is less than the coherence time of the channel