This paper investigates the problem of the formation of an uplink tree structure among the IEEE 802.16J network's relay stations (RSs) and their serving base station (MR-BS). We model the problem as a network formation game in which the RSs want to form a directed tree graph to improve their utility, in terms of the packet success rate (PSR), by using multi-hop cooperative transmission while accounting for a link maintenance cost. In this game, the relay stations engage in bilateral negotiations which result in a contractual agreement to form a directed link between each pair. For network dynamics, we propose an algorithm based on the local best responses of the RSs that converges to a local Nash network. Moreover, the proposed dynamics algorithm allows the RSs to autonomously adapt the network topology to changes in the environment due to mobility or to the presence of heterogeneous traffic. Simulation results show how the RSs can self-organize in a tree structure while improving the network's overall PSR up to 19.7% and 17.3% compared, respectively, to the cases where no RSs exist and where the RSs are directly connected to the MR-BS.