We consider power allocation for an access-controlled transmitter with energy harvesting capability based on causal observations of the channel fading state. We assume that the system operates in a time-slotted fashion and the channel gain in each slot is a random variable which is independent across slots. Further, we assume that the transmitter is solely powered by a renewable energy source and the energy harvesting process can practically be predicted. With the additional access control for

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... he transmitter and the maximum power constraint, we formulate the stochastic optimization problem of maximizing the achievable rate as a Markov decision process (MDP) with continuous state. To efficiently solve the problem, we define an approximate value function based on a piecewise linear fit in terms of the battery state. We show that with the approximate value function, the update in each iteration consists of a group of convex problems with a continuous parameter. Moreover, we derive the optimal solution to these convex problems in closed-form. Further, we propose power allocation algorithms for both the finite- and infinite-horizon cases, whose computational complexity is significantly lower than that of the standard discrete MDP method but with improved performance. Extension to the case of a general payoff function and imperfect energy prediction is also considered. Finally, simulation results demonstrate that the proposed algorithms closely approach the optimal performance.