This work is motivated by the need of collecting fresh data from power-constrained sensors in the industrial Internet of Things (IIoT) network. A recently proposed metric, the Age of Information (AoI) is adopted to measure data freshness from the perspective of the central controller in the IIoT network. We wonder what is the minimum average AoI the network can achieve and how to design scheduling algorithms to approach it. To answer these questions when the channel states of the network are Markov time-varying and scheduling decisions are restricted to bandwidth constraint, we first decouple the multi-sensor scheduling problem into a single-sensor constrained Markov decision process (CMDP) through relaxation of the hard bandwidth constraint. Next we exploit the threshold structure of the optimal policy for the decoupled single sensor CMDP and obtain the optimum solution through linear programming (LP). Finally, an asymptotically optimal truncated policy that can satisfy the hard bandwidth constraint is built upon the optimal solution to each of the decoupled single-sensor. Our investigation shows that to obtain a small AoI performance: (1) The scheduler exploits good channels to schedule sensors supported by limited power; (2) Sensors equipped with enough transmission power are updated in a timely manner such that the bandwidth constraint can be satisfied.