This set of lecture notes is based on a series of ten lectures given by Professor T. Parthasarathy at Chennai Mathematical Institute. Topics in matrix and bimatrix games, stochastic games (finite, infinite, and undiscounted stochastic games) and cooperative games are covered. The topics include minimax theorem on unit square, a square root game, orderfield property, classes of stochastic games and product solutions for simple games. Most of the work discussed/covered in this set of lectures include those done by Parthasarathy and his collaborators. It is next to impossible to cover all the results related to stochastic games and other topics for lack of time and space. However enough references are given so that interested readers can consult them. Contents 1. Matrix Games 2. Finite Stochastic Games 3. Infinite Stochastic Games 4. Undiscounted Stochastic Games 5. N-Player Cooperative Games