 Kantorovich duality by positive extension

For compact metric spaces and a continuous cost, define the marginal functional $\ell (f(x)+g(y))=\int fdP+\int gdQ$. Its majorant envelope $p(h)={\inf }_{s\ge h}\ell (s)$ is finite and sublinear. The dual value is $-p(-c)$. Assign that value to the cost direction and use the dominated Hahn-Banach theorem to obtain a positive linear functional on all continuous functions of two variables. The Riesz-Markov-Kakutani representation theorem turns it into an optimal transport plan with the prescribed marginals.