Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation

In this paper, we study a stochastic recursive optimal control problem in which the value functional is defined by the solution of a backward stochastic differential equation (BSDE) under $tilde{G}$-expectation. Under standard assumptions, we establish the comparison theorem for this kind of BSDE and give a novel and simple method to obtain the dynamic programming principle. Finally, we prove that the value function is the unique viscosity solution of a type of fully nonlinear HJB equation.