Before revision:  Finally, a special multi-marginal case is studied, where we construct a Markov martingale and compute its explicit generator .
After revision:  Finally, a special multi-marginal case is studied, where the stopping times given by Vallois are well-ordered. In the n-marginal case, we solve the robust hedging problem as it essentially reduces to the one-marginal case. In the full marginal setting, we construct a remarkable Markov martingale and compute its explicit generator .