In a medium sized skillet over medium high heat add the olive oil. Add in bell pepper, onion and celery and cook until tender.
Add in stewed tomatoes, tomato sauce, chicken broth, chili powder, and Worcestershire sauce. Add shrimp and cover and let simmer for about 5-7 minutes until the shrimp are cooked through.
Mix together the cornstarch and water and stir into the sauce and cook for an additional 1-2 minutes to let the sauce thicken.