A set function assigns a real number to any subset of a universal set. Set functions arise in many fields of mathematics and applied mathematics, but this survey focusses on cooperative games with transferable utility and on capacities where, formally speaking, the latter are a subclass of the former. Within these applications, the paper focusses on (i) the structure of polyhedra generated by capacities and several special classes of capacities; (ii) the structure of polyhedra generated by supermodular games; (iii) the structure of the core and variations on the core of capacities and games.
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