While network problems have been addressed using a central administrative domain with a single objective, the devices in most networks are actually not owned by a single entity but by many individual entities. These entities make their decisions independently and selfishly, and maybe cooperate with a small group of other entities only when this form of coalition yields a better return. The interaction among multiple independent decision-makers necessitates the use of game theory, including economic notions related to markets and incentives. In this dissertation, we are interested in modeling, analyzing, addressing network problems caused by the selfish behavior of network entities. First, we study how the selfish behavior of network entities affects the system performance while users are competing for limited resource. For this resource allocation domain, we aim to study the selfish routing problem in networks with fair queuing on links, the relay assignment problem in cooperative networks, and the channel allocation problem in wireless networks. Another important aspect of this dissertation is the study of designing efficient mechanisms to incentivize network entities to achieve certain system objective. For this incentive mechanism domain, we aim to motivate wireless devices to serve as relays for cooperative communication, and to recruit smartphones for crowdsourcing. In addition, we apply different game theoretic approaches to problems in security and privacy domain. For this domain, we aim to analyze how a user could defend against a smart jammer, who can quickly learn about the user's transmission power. We also design mechanisms to encourage mobile phone users to participate in location privacy protection, in order to achieve k-anonymity.