This paper provides a comprehensive review of mainly GNN, DRL, and PTM methods with a focus on their potential incorporation in strategic multiagent settings. We draw interest in (i) ML methods currently utilized for uncovering unknown model structures adaptable to the task of strategic opponent modeling, and (ii) the integration of these methods with Game Theoretic concepts that avoid relying on assumptions often invalid in real-world scenarios, such as the Common Prior Assumption (CPA) and the Self-Interest Hypothesis (SIH). We analyze the ability to handle uncertainty and heterogeneity, two characteristics that are very common in real-world application cases, as well as scalability. As a potential answer to effectively modeling relationships and interactions in multiagent settings, we champion the use of GNN. Such approaches are designed to operate upon graph-structured data, and have been shown to be a very powerful tool for performing tasks such as node classification and link prediction. Next, we review the domain of RL, and in particular that of multiagent deep reinforcement learning. Single-agent deep RL has been widely used for decision making in demanding game settings. Its application in multiagent settings though is hindered due to, e.g., varying relationships between agents, and non-stationarity of the environment. We describe existing relevant game theoretic solution concepts, and consider properties such as fairness and stability. Our review comes complete with a note on the literature that utilizes probabilistic topic modeling (PTM) in domains other than that of document analysis and classification. Finally, we identify certain open challenges -- specifically, the need to (i) fit non-stationary environments, (ii) balance the degrees of stability and adaptation, (iii) tackle uncertainty and heterogeneity, (iv) guarantee scalability and solution tractability.