Journal article: Set functions are widely used in many domains of Operations Research (cooperative game theory, decision under risk and uncertainty, combinatorial optimization) under different names (TU-game, capacity, nonadditive measure, pseudo-Boolean function, etc.). Remarkable families of set functions form polyhedra, e.g., the polytope of capacities, the polytope of p-additive capacities, the cone of supermodular games, etc. Also, the core of a set function, defined as the set of additive set functions dominating that set function, is a polyhedron which is of fundamental importance in game theory, decicion making and com-binatorial optimization. This survey paper gives an overview of these notions and studies all these polyhedra.