In this paper, the information sets generalized multiobjective game model is established by introducing information sets to the multiobjective game, and it is presented that the generalized multiobjective game, the generalized $n$-person game, the n-person noncooperative finite game as some special cases of the information sets generalized multiobjective game. Then the existence theorem of weakly Pareto-Nash equilibrium points for the information sets generalized multiobjective game is proved by using Fan-Glicksberg fixed point theorem. Furthermore, from the viewpoint of the essential solution and strongly essential solution, we prove that the generic stability and the existence of strongly essential component for information sets generalized multiobjective games.