Game Theory is a formal framework for analyzing competitive situations to determine the optimal course of action for a self-interested agent. Computational game theory uses computational methods for modeling and solving game-theoretic problems. In our basic research, we focus on creating novel faster algorithms for solving games in standard representations, as well as creating new game-theoretic models that allow representing and solving specific classes of games more efficiently. In the applied research, we model specific real-world problems in the game-theoretic framework; we propose domain-specific improvements of the existing algorithms for computing (an approximation of) optimal solutions; and we evaluate the computed strategies in computer simulations. The problem domain we focused on include network security, transportation networks, and military operations.