In the paper, Deepanshu Vasal considered a general finite-horizon non-zero-sum dynamic game with asymmetric information with N selfish players, where there exists an underlying state of the system that is a controlled Markov process, controlled by players’ actions. In each period, a player makes both private and common observations about the state of the system. An appropriate notion of equilibrium for such processes includes Perfect Bayesian equilibrium (PBE) which consists of a strategy and a belief profile of the players. Such equilibrium strategies and beliefs are coupled together across time and thus computing equilibria for such games is equivalent to solving a fixed-point equation which grows double exponentially with time, rendering such problems intractable. In this paper, a sequential decomposition methodology is presented to compute structured perfect Bayesian equilibria (SPBE) of this game. In general, these equilibria exhibit signaling behavior, i.e. players’ actions reveal part of their private information that is payoff relevant to other users.