  In this paper, the stochastic verification theorems for stochastic control
problems of reflected forward-backward stochastic differential equations are
studied. We carry out the work within the frameworks of classical and viscosity
solutions. The sufficient conditions of verifying the controls to be optimal
are given. We also construct the feedback optimal control laws from the
classical and viscosity solutions of the associated Hamilton-Jacobi-Bellman
equations with obstacles. Finally, we apply the theoretical results in two
concrete examples. One is for the case of the classical solution, and the other
is for the case of the viscosity solution.
