  In this paper, we study the reflected solutions of one-dimensional backward
stochastic differential equations driven by G-Brownian motion (RGBSDE for
short). The reflection keeps the solution above a given stochastic process. In
order to derive the uniqueness of reflected GBSDEs, we apply a "martingale
condition" instead of the Skorohod condition. Similar to the classical case, we
prove the existence by approximation via penalization.
