  This article is dedicated to the study of mixed zero-sum two-player
stochastic differential games in the situation when the player's cost
functionals are modeled by doubly controlled reflected backward stochastic
equations with two barriers whose coefficients have quadratic growth in Z. This
is a generalization of the risk-sensitive payoffs. We show that the lower and
the upper value function associated with this stochastic differential game with
reflection are deterministic and they are also the unique viscosity solutions
for two Isaacs equations with obstacles.
