This thesis addresses several aerospace guidance and decision making problems using both no cooperative and cooperative game theoretical solution concepts in the differential games framework. In the first part of the thesis, state dependent Riccati equation (SDRE) method has been extended to a zero-sum nonlinear differential games setting. This framework is used to study problems of intercepting a manoeuvring target, with and without terminal impact angle constraints, in the zero-sum differential games theory perspective. The guidance laws derived according to the proposed method are in closed from and online implementable. In the second part of the thesis, cooperative game theoretic concepts are applied to make a group of unmanned aerial vehicles (UAV) achieve rendezvous, in a given finite time horizon. An algorithm has been proposed that enables the UAVs to realize Nash bargaining solution. In this context, criteria for time consistency of a cooperative solution of nonzero-sum linear quadratic differential games have been studied. The problems where the UAVs try to achieve rendezvous by implementing cooperative game theoretic strategies, based on local information structure only, is also addressed.