This thesis discusses the coordination of pricing policies, determining the ordering quantity, the amount of the production and cooperative advertisement in a two-level supply chain, including a manufacturer and a retailer with demand depending on pricing and cooperative advertising in the form of two problems. In the first one, the manufacturer offers its product only in the retail channel and the retailer does the purchase only from the manufacturer. The purpose of this is first to determine the price of wholesale, national advertising and, the participation rate in local advertising by the manufacturer, and second, to determine the retail price, local advertising and ordering quantity by the retailer. A special case of this problem in which the ordering quantity of the retailer is the problem input is going to be discussed. Moreover, since as a result of the development in the foundations of electronic trade (e-trade) and increase in online transactions, the tendency towards direct online shopping is increasing, in this study, the aforementioned problem is going to be discussed considering the possibility of the manufacturer’s direct selling of the product. Thus, in the second problem, the manufacturer offers the product directly in addition to selling the product in retail channels. In the literature of this field of study, this structure is known as dual channel in the supply chain. In this problem, the aim of the manufacturer is to determine the price of wholesale, the price of direct selling, the amount of direct channel production, the national advertising and, the participation rate in local advertising. Both these problems have been solved by the two non-cooperative games of Nash and Stackelberg-retailer and a cooperative game in which the members work together to maximize the profit of the entire chain. Finally, the effect of changing the parameters of the problem on utility functions, demand functions and the variables of the shown decision and the acquired results from each game are compared. These results indicate that the profit of the entire chain in cooperative game is more than the two other games and also the profit of the retailer in Stackelberg- retailer is more than the profit in Nash game. The results also show that the problem can be modeled in a way so that the profit of the manufacturer in Nash game becomes more or less than the profit of the manufacturer in Stackelberg-retailer game.