In wireless communication networks, power control is necessary to maintain desired link quality, minimize interference and prolong battery lifetime of mobile terminals. In this technical note we describe the,wireless channel of a wireless network as a finite state Markov chain and study packet transmission strategies for data services. Under the Markov channel assumption, we prove the optimal strategy is of threshold structure: corresponding to each channel state there exists a positive threshold on queue length; once the queue length exceeds the threshold, the network should transmit packets over its available capacity; otherwise there should be no transmission. A single sample path-based optimization algorithm is proposed to tune the thresholds. Since only a single sample path is involved, the proposed algorithm can be implemented online.