A dynamic maximum principle for the optimization of recursive utilities under constraints

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Stochastic global maximum principle for optimization with recursive utilities (2017, background): “In (El Karoui et al. 1997, 2001), the authors extended the recursive utility to the case where f contains z.”
A Stochastic Control Approach to a Robust Utility Maximization Problem (2007, background): “Such BSDEs have been much studied recently and typically appear in problems from mathematical finance; see [5] for probably the first appearance of such a BSDE (derived in the context of stochastic differential utility), and for instance [8], [7] or [20] for some recent references.”
Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursiv (2003, unknown): “The supergradient density expression (18) is consistent with the calculations of Skiadas (1992), Duue and Skiadas (1994), Chen and Epstein (2002), and El Karoui et al. (2001).”
Backward stochastic Volterra integral equations and some related problems (2006, unknown): “It is known that (see [ 9,14]), (1.8) is equivalent to a BSDE.”