Power control in wireless systems: a stochastic control formulation
Minyi Huang, Peter E. Caines, Charalambos D. Charalambous, Roland P. Malhamé · 2001
This paper considers power control for log-normal fading channels. A rate based power set point control model and an associated performance measure are introduced. Within this framework, a unique stochastic optimal power control law exists, and the value function of the optimal control is a viscosity solution to the corresponding HJB equation. An interpretation of the nature of the resulting control laws is presented.