The ability to model independent decision makers whose actions potentially affect other decision makers makes game theory attractive to analyze the performances of wireless communication systems. Recently, there has been growing interest in adopting game theoretic methods to wireless networks for power control, rate adaptation and channel access schemes. This thesis focuses the application of dynamic game theory and mechanism design in cognitive radio networks, Wireless Local Area Networks (WLAN) and Long Term Evolution (LTE) systems. The first part of the thesis aims to optimize the system performance through the transmission rate adaptation among wireless network users. The optimal transmission policy of each user is analyzed by formulati...