Before revision:  In the incomplete market setting, these risk tolerances are constants (CARA utilities) , while in the complete market, they are assumed to be wealth-independent random variables depending, among others, on upcoming market information .
After revision:  In the incomplete market setting, these risk tolerances are constants (CARA utilities) . We also consider the general case of random individual risk tolerances and analyze the related games in a complete market setting. This randomness makes the problem substantially more complex as it leads to (N or a continuum of) auxiliary ''individual'' It\^{o .