Since delay-sensitive and bandwidth-intense multimedia applications have emerged in the Internet, the demand for network resources has seen a steady increase during the last decade. Specifically, wireless networks have become pervasive and highly populated.These motivations are behind the problems considered in this dissertation.The topic of my PhD is about the application of game theory, queueing theory and learning techniques in wireless networks under some QoS constraints, especially in partially observable environments.We consider different layers of the protocol stack. In fact, we study the Opportunistic Spectrum Access (OSA) at the Medium Access Control (MAC) layer through Cognitive Radio (CR) approaches.Thereafter, we focus on the congestion control at the transport layer, and we develop some congestion control mechanisms under the TCP protocol.The roadmap of the research is as follows. Firstly, we focus on the MAC layer, and we seek for optimal OSA strategies in CR networks. We consider that Secondary Users (SUs) take advantage of opportunities in licensed channels while ensuring a minimum level of QoS. In fact, SUs have the possibility to sense and access licensed channels, or to transmit their packets using a dedicated access (like 3G). Therefore, a SU has two conflicting goals: seeking for opportunities in licensed channels, but spending energy for sensing those channels, or transmitting over the dedicated channel without sensing, but with higher transmission delay. We model the slotted and the non-slotted systems using a queueing framework. Thereafter, we analyze the non-cooperative behavior of SUs, and we prove the existence of a Nash equilibrium (NE) strategy. Moreover, we measure the gap of performance between the centralized and the decentralized systems using the Price of Anarchy (PoA).Even if the OSA at the MAC layer was deeply investigated in the last decade, the performance of SUs, such as energy consumption or Quality of Service (QoS) guarantee, was somehow ignored. Therefore, we study the OSA taking into account energy consumption and delay. We consider, first, one SU that access opportunistically licensed channels, or transmit its packets through a dedicated channel. Due to the partial spectrum sensing, the state of the spectrum is partially observable. Therefore, we use the Partially Observable Markov Decision Process (POMDP) framework to design an optimal OSA policy for SUs. Specifically, we derive some structural properties of the value function, and we prove that the optimal OSA policy has a threshold structure.Thereafter, we extend the model to the context of multiple SUs. We study the non-cooperative behavior of SUs and we prove the existence of a NE. Moreover, we highlight a paradox in this situation: more opportunities in the licensed spectrum may lead to worst performances for SUs. Thereafter, we focus on the study of spectrum management issues. In fact, we introduce a spectrum manager to the model, and we analyze the hierarchical game between the network manager and SUs.Finally, we focus on the transport layer and we study the congestion control for wireless networks under some QoS and Quality of Experience (QoE) constraints. Firstly, we propose a congestion control algorithm that takes into account applications' parameters and multimedia quality. In fact, we consider that network users maximize their expected multimedia quality by choosing the congestion control strategy. Since users ignore the congestion status at bottleneck links, we use a POMDP framework to determine the optimal congestion control strategy.Thereafter, we consider a subjective measure of the multimedia quality, and we propose a QoE-based congestion control algorithm. This algorithm bases on QoE feedbacks from receivers in order to adapt the congestion window size. Note that the proposed algorithms are designed based on some learning methods in order to face the complexity of solving POMDP problems.