A Stochastic Recursive Optimal Control Problem Under the G-expectation Framework.

In this paper, we study a stochastic recursive optimal control problem in which the objective functional is described by the solution of a backward stochastic differential equation driven by $$G$$ -Brownian motion. Under standard assumptions, we establish the dynamic programming principle and the related Hamilton-Jacobi-Bellman (HJB) equation in the framework of $$G$$ -expectation. Finally, we show that the value function is the viscosity solution of the obtained HJB equation. [ABSTRACT FROM AUTHOR]