In this work, we solve the evolution problem associated with the Einstein-Vlasov system, with initial data specified on two transversally intersecting null hypersurfaces. The main existence and uniqueness result of the paper is obtained by a contracting mapping principle, combined with Sobolev inequalities and Moser estimates as well as energy inequalities for first order and second order linear hyperbolic systems. The whole investigation is conducted in appropriate weighted Sobolev spaces.