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This chapter explores the relative literature of and provides a reference tool for optimization and game theory in e-commerce. Moreover, in order to satisfy a broad range of readers, a brief overview is given in several e-business issues. Beside its horizontal character, this chapter presents some of the most up to date applications of operations research, game theory, and mathematical programming modeling techniques to four basic issues in e-business: e-supply chain, e-auctions, data mining and the “cost and pricing” problem in the Internet. Several opportunities for future research are also presented.