Brewka and Eiter's nonmonotonic multi-context system is an elegant knowledge representation framework to model heterogeneous and nonmonotonic multiple contexts. Belief change is a central problem in knowledge representation and reasoning. In this paper we follow the classical AGM approach to investigate belief change in multi-context systems. Specifically, we formulate semantically the AGM postulates of belief expansion, revision and contraction for multi-context systems. We show that the change operations can be characterized in terms of minimal change by ordering equilibria of multi-context systems. Two distance based revision operators are obtained and related to the classical Satoh and Dalal revision operators (via loop formulas).