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The use of energy harvesting cooperative relays is a promising solution to battery-limited wireless networks. In this paper, we consider a cooperative system in which one source node transmits data to one destination with the assistance of an energy harvesting decode-and-forward (DF) relay node. Our objective is to minimize the average symbol error rate (SER) performance, and a Markov decision process (MDP) is formulated to find the optimal stochastic power control at the relay that adapts the transmission power to the changes of energy harvesting, battery, channel and decoding states.