  This paper establishes a maximum principle for quasi-linear reflected
backward stochastic partial differential equations (RBSPDEs for short). We
prove the existence and uniqueness of the weak solution to RBSPDEs allowing for
non-zero Dirichlet boundary conditions and, using a stochastic version of De
Giorgi's iteration, establish the maximum principle for RBSPDEs on a general
domain. The maximum principle for RBSPDEs on a bounded domain and the maximum
principle for backward stochastic partial differential equations (BSPDEs for
short) on a general domain can be obtained as byproducts. Finally, the local
behavior of the weak solutions is considered.
