I'm having a hard time to prove this. The problem is:
Let $V \subset \mathbb{R}^d $, be a nonempty compact set and $(A_n)_{n\in\mathbb{N}}$ a sequence of closed nonempty sets in $\mathbb{R}^d$ with the property:
\begin{align} V\cap(\bigcap_{n=1}^{\infty}A_n)=\emptyset \end{align}
Prove there is $N\in\mathbb{N}$ that satisfies: $V\cap(\bigcap_{n=1}^{N}A_n)=\emptyset$
I tried the following:
Let $(K)_{n\in\mathbb{N}}$ be open cover for $V\cup \mathcal{A}$, where $\mathcal{A}:=\bigcap_{n=1}^{\infty}A_n$ . So, $V\cup\mathcal{A} \subset \bigcup_{n=1}^{\infty}K_n$.
Now we have:
\begin{align}(V\cup\mathcal{A})\setminus\mathcal{A}\subset(\bigcup_{n=1}^{\infty}K_n )\setminus\mathcal{A}\end{align} \begin{align} V \subset \bigcup_{n=1}^{\infty}K_n\setminus\bigcap_{n=1}^{\infty}A_n \end{align}
I thought that would help me, because I can find a finite subset that covers V. I don't know what to do next...
Hint: Consider the set $\mathcal{U}:=\{U_n |\ n \in \Bbb{N}, U_n:=\Bbb{R}^d\setminus A_n\}$. Each member of $\mathcal{U}$ is open since $A_n$ is closed for each $n$.
Furthermore, since $V\cap (\bigcap_\Bbb{N} A_n) = \emptyset$, we have $$V\subset \Bbb{R}^d\setminus \bigcap_\Bbb{N} A_n= \bigcup_\Bbb{N} \Bbb{R}^d\setminus A_n = \bigcup_\Bbb{N} U_n.$$
Then $\mathcal{U}$ is an open cover of $V$ and thus there are finitely many $U_n$ that cover $V$.
Can you finish?