Stochastic power control for time-varying lognormal fading wireless channels

The performance of stochastic optimal power control of time varying lognormal fading channels, in which the evolution of the dynamical channel is described by stochastic differential equations (SDE's), is determined. Unlike the common random static models, the SDE's essentially capture the spatial-temporal variations of wireless channels. The solution of the stochastic optimal power 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 measure is interference or outage probability. Numerical results indicate that the performance of this algorithm is close to the optimal case as long as the channel model does not change significantly.