Before revision: In a discrete-time market, we study the problem of model-independent superhedging of exotic options under portfolio constraints. The superhedging portfolio consists of {\it   static positions in liquidly traded vanilla  options, and a dynamic trading strategy , subject to certain constraints, on the risky asset.
After revision: In a discrete-time market, we study the problem of model-independent superhedging , while the semi-static superhedging portfolio consists of {\it static positions in liquidly traded vanilla options, and a dynamic trading strategy , subject to certain constraints, on the risky asset.