Maneuvering in dense traffic is a challenging task for autonomous vehicles because it requires reasoning about the stochastic behaviors of many other participants. In addition, the agent must achieve the maneuver within a limited time and distance. In this work, we propose a combination of reinforcement learning and game theory to learn merging behaviors. We design a training curriculum for a reinforcement learning agent using the concept of level-k behavior. This approach exposes the agent to a broad variety of behaviors during training, which promotes learning policies that are robust to model discrepancies. We show that our approach learns more efficient policies than traditional training methods.