Before revision:  By introducing an enlarged canonical space, we reformulate the superhedging problem for American options as a problem for European options . Then in a discrete time market with finitely many liquid options, we show that the minimum superhedging cost of an American option equals to the supremum of the expectation of the payoff at all (weak) stopping times and under a suitable family of martingale measures.
After revision:  By introducing an enlarged canonical space, we reformulate the superhedging problem for American options as European options and recover the pricing-hedging duality, which may fail in the original formulation. This may be seen as a weak formulation of the expectation of the payoff at all (weak) stopping times and under a suitable family of martingale measures.