In this paper, we propose a game theoretical approach to tackle the problem of the distributed formation of the uplink tree structure among the relay stations (RSs) and their serving base station (BS) in an IEEE 802.16j WiMAX network. Unlike existing literature, which focused on the performance assessment of the network in the presence of the RSs, we investigate the topology and dynamics of the tree structure in the uplink of an 802.16j network. We model the problem as a network formation game, where each RS aims to maximize its utility that accounts for the gains from cooperation in terms of bit error rate (BER) and the delay costs resulting from multi-hop transmission. The proposed utility model is based on the concept of the R-factor which is a parameter suitable for assessing the performance of VoIP services. For forming the tree structure, we propose a distributed myopic best response dynamics in which each RS can autonomously choose the path that connects it to the BS through other relays while optimizing its utility. Using the proposed dynamics, the RSs can self-organize into the tree structure, and adapt this topology to environmental changes such as mobility while converging to a Nash tree network. Simulation results show that the proposed algorithm presents significant gains in terms of average achieved MS utility reaching up to 42.57% compared to the star topology where all RSs are directly connected to the BS, and up to 44.78% compared to the case with no RSs.