Represent the arena by a pruned set-theoretic tree of legal finite positions. Players I and II alternate; every position has a legal continuation. The usual terminal-position convention can also be handled by adding terminal wins and losses at the initial stage. Give the branches the product topology generated by finite-position cylinders, and let be I's winning open set.
Define the winning-position attractor in an infinite game by transfinite recursion. Start withAt a successor stage retain and add I-positions with at least one child in , and II-positions with every child in . At a limit stage take the union. The increasing sequence stabilizes because the positions form a set: strict increases at arbitrarily many stages would select too many distinct positions. Write for the stable set. The rank of a position in is its first entry stage; any positive such rank is a successor ordinal.
If the initial position belongs to , at every I-position of positive rank choose a child that was present at the preceding stage. Every move by II also leads to a child of smaller rank, by the rule for II-positions. There is no infinite strictly decreasing sequence of ordinals, so every play following this strategy in an infinite game reaches after finitely many moves. Its complete branch then belongs to . Hence this is a winning strategy in an infinite game for I.
If the initial position is outside , every move of I stays outside . At a II-position outside at least one child is outside : otherwise the entry ranks of its set of children have a common ordinal bound, and that position would enter at the next stage. Choose such a child. This gives II a strategy in an infinite game that never enters . A resulting branch cannot belong to , because is an open set and would therefore have a finite prefix whose whole cylinder lies in , namely a member of . Thus II wins. This proves the Gale-Stewart theorem for an arbitrary set-sized arena, in the ordinary metatheory with choice. Countability of the move set was never used.
The restriction on the payoff is essential. Under the axiom of choice, already for binary moves there is an undetermined game. There are strategies for each player, since a strategy is a binary-valued map on a countable set of positions. List I's strategies and II's strategies for . Each strategy is compatible with different plays, obtained by varying all the opponent's binary moves.
At stage , choose a fresh play following and then a different fresh play following , avoiding every previously chosen play. Fewer than plays have been used at that stage, even when is singular, so these choices are possible. Let . No I-strategy wins , because its selected is outside ; no II-strategy wins, because its selected is inside . Future choices avoid all earlier , so they never spoil the first assertion. This is the choice diagonalization of an undetermined game. Consequently determinacy for all payoff sets is incompatible with the axiom of choice. The attractor still makes sense for a nonopen payoff, but an avoiding play may then enter the payoff without ever having a winning finite prefix.
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