[nihzm]

> I am just looking for the right reference to learn it properly.

I once took a course that was mostly based on these two textbooks

- Noncooperative Game Theory: An introduction for Engineers and Computer Scientists (Hespanha)

- Population Games and Evolutionary Dynamics (Sandholm)

Not sure if they are the best place to start but they are definitely solid references that cover game theory (but not much econ). The first one is mostly an introduction to game theory, while the second one is more about what you called "multi-player multi-shot" earlier in this thread, though there is quite a bit of overlap between the two.