Support notions for belief functions

•Summary of various support notions for non-additive measures and sets of priors.•Characterization of the support notions in the context of belief functions.•Application of the support notions to two-player games with strategic ambiguity.

In this note we compare several support notions for capacities and sets of multiple priors. We characterize these support notions in the context of belief functions and show how they affect the analysis of games when players face strategic ambiguity.