  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.
