Introducing Game Theory to Risk Management
The Cuban missile crisis is frequently cited as an example of the use of game theory.
When the Kennedy government found the USSR had installed missiles in Cuba that were capable of hitting American cities with nuclear weapons, it faced a number of strategic decisions, each of which carried a related potential outcome and reaction by the USSR. This article from plus Magazine goes deeper into the relationship of game theory and the Cuban missile crisis.
I see this as an excellent example not only of game theory, but about risk management.