The advanced texts of game theory should also include Osborne& Rubinstein's book.
For the basics, Osborne's introductory text is one of the best.
By the way, Kreps's Microeconomics text explains game theory very well.
If you do prefer a mathematical approach, Springer publishes a new game theory text in 2008 named Game theory: A multi-level approach, which is a nice pick.


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