It's pretty standard, isn't it? Sargent and Ljungqvist's Recursive Macroeconomic Theory sums it up. A lot of DSGE modeling is based on recursive methods.
EDIT: Unless you're talking about non macro stuff... are you?
EDIT2: For non macro stuff, many non-cooperative repeated game models use recursive method. Just as an example, many political economy models use this. Check out Acemoglu and Robinson's Economic Origins of Dictatorship and Democracy for some political economy models that use Bellman equations.