This paper focuses on optimal power control in wireless sensor networks powered by RF energy, under the simultaneous wireless information and power transfer (SWIFT) protocol, where the information and power can be transmitted at the same time. We aim to maximize the utility for each sensor through the optimal power control, considering the influences of both the SINR and the harvested energy. The utility maximization problem is formulated as a cooperative dynamic game of a given time duration. All the sensors cooperate together to control their transmission power to maximize the utility and agree to act cooperatively so that a team optimum can be achieved. As a result, a feedback Nash equilibrium solution for each sensor is given based on the dynamic programming theory. Simulation results verify the effectiveness of the proposed approach, by comparing the grand coalition solutions with the non-cooperative solutions.