What I mean is, if I am trying to make a mobile game (say Pokemon), am I allowed to use the same characters as the anime? If not, then what are the rules and regulations regarding this kind of situation?
Take a look at this article at Anime News Network entitle "The Law of Anime", it mentions copyrights on characters:
Fanart and doujinshi of actual characters can be considered a derivative work under the copyright holders’ rights. As a result, the production of artwork using copyrighted characters can be considered an infringement. This includes work depicting multiple characters from different works as several infringements. Thus crossover doujinshi or fanart infringe on multiple copyrights, once for each work involved in the crossover, and the artist can be sued by any of the creators. This is not just limited to having the actual characters (i.e. drawing fanart of Transformers and My Little Pony on the same image) but includes even more subtle references (i.e. drawing the cast of Tiger & Bunny in the costumes of the Avengers) as infringing on more than one copyright.
Parody and satire are uniquely protected elements under United States law. The two are not interchangeable however. Parody and satire are unique from each other in what they use a copyrighted work for and how much of the copyrighted work they use. Consequently, each is afforded a different level of protection under United States law.
So, as should be obvious. Using the likeness of an anime character for a mobile game is copyright infringement, it's cut and dry and leaves little room for interpretation. You can maybe get away with it if you can prove that it's either Fair Use, a Parody, or a Satire.