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For our SDG, the associated upper and lower value functions of the SDG are defined through the solution of controlled functional backward stochastic differential equations (BSDEs). Applying the Girsanov transformation method introduced by \\textit{R. Buckdahn} and \\textit{J. Li} [SIAM J. Control Optim. 47, No. 1, 444--475 (2008; Zbl 1157.93040)], the upper and the lower value functions are shown to be deterministic. We also generalize the Hamilton-Jacobi-Bellman-Isaacs (HJBI) equations to the path-dependent ones. 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