The paper is concerned with Stackelberg solutions for a differential game with deterministic dynamics but random initial data, where the leading player can adopt a strategy in feedback form: u <Subscript>1</Subscript>=u <Subscript>1</Subscript>(t,x). The first main result provides the existence of a Stackelberg equilibrium solution,...</subscript></subscript>

The paper is concerned with a non-cooperative differential game for two players. We first consider Nash equilibrium solutions in feedback form. In this case, we show that the Cauchy problem for the value functions is generically ill-posed. Looking at vanishing viscosity approximations, one can...