  The martingale optimal transport aims to optimally transfer a probability
measure to another along the class of martingales. This problem is mainly
motivated by the robust superhedging of exotic derivatives in financial
mathematics, which turns out to be the corresponding Kantorovich dual. In this
paper we consider the continuous-time martingale transport on the Skorokhod
space of cadlag paths. Similar to the classical setting of optimal transport,
we introduce different dual problems and establish the corresponding dualities
by a crucial use of the S-topology and the dynamic programming principle.
