 Solution

For nonempty compact sets, define the distance from a point to a closed set by $d(x,B)={\min }_{b\in B}|x-b|$ and the Hausdorff distance byThe minima and suprema exist: the sets are nonempty and compact, and the distance function is Lipschitz continuous. The Hausdorff distance is finite, nonnegative and symmetric. If it is zero, every point of $A$ belongs to the closed set $B$ and conversely, so $A=B$; the converse is immediate.

For $a\in A$, choose $b\in B$ attaining $d(a,B)$ and then $c\in C$ attaining $d(b,C)$. The triangle inequality gives $d(a,C)\le d(a,B)+d_H(B,C)$. Taking the supremum over $a$, and doing the same with $A,C$ exchanged, proves $d_H(A,C)\le d_H(A,B)+d_H(B,C)$. Hence this is a metric.

The nested compact sets have the finite intersection property inside $K_1$, so $K=\bigcap K_n$ is nonempty. It is a closed subset of $K_1$ and therefore compact. Because $K\subseteq K_n$, only ${\sup }_{x\in K_n}d(x,K)$ contributes to the Hausdorff distance. If this did not tend to zero, some increasing indices $n_j$ and $x_j\in K_{n_j}$ would satisfy $d(x_j,K)\ge ϵ>0$. A convergent subsequence in $K_1$ has limit $x$. For each fixed $m$, its tail belongs to the closed set $K_m$, so $x\in K$. But then $d(x_j,K)\le |x_j-x|\to 0$, a contradiction. Thus $\boxed{d_H(K_n,K)\to 0}$.