  In this paper, we study the optimal singular controls for stochastic
recursive systems, in which the control has two components: the regular
control, and the singular control. Under certain assumptions, we establish the
dynamic programming principle for this kind of optimal singular controls
problem, and prove that the value function is a unique viscosity solution of
the corresponding Hamilton-Jacobi-Bellman inequality, in a given class of
bounded and continuous functions. At last, an example is given for
illustration.

Optimization and Control