For a non-cooperative differential game, the value functions of the various
players satisfy a system of Hamilton-Jacobi equations. In the present paper, we
consider a class of infinite-horizon games with nonlinear costs exponentially
discounted in time. By the analysis of the value functions, we establish the
existence of Nash equilibrium solutions in feedback form and provide results
and counterexamples on their uniqueness and stability.Comment: 25 pages, 7 figure