Lexicographic order on $\alpha^\beta$ is well-ordered

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Suppose that $\alpha$ and $\beta$ are ordinals, and define the following order on $\alpha^\beta$, the set of all functions $\beta\to\alpha$ with finite support:

$$f\,R\,g\iff\exists x\in\beta\,(f(x)<g(x)\land\forall y\in\beta\,(x<y\to f(y)=g(y)))$$

I wish to prove that $R$ is a well order of $\alpha^\beta$. I have already shown that $R$ is a total order on $\alpha^\beta$, so it remains to prove that if $S$ is a nonempty subset of $\alpha^\beta$ then it contains an $R$-minimal element, but I'm at a loss as for how to select this element and the Wikipedia section on this is rather terse with respect to actual proofs.

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You can do it by induction on $\beta$. Assume that it's true for $\alpha^\gamma$ with $\gamma<\beta$. If the zero function is in $S$, we're done. Otherwise, for $f\in S$ let $\eta(f)=\max\operatorname{supp}(f)$, and let $\eta_0=\min\{\eta(f):f\in S\}$. Let $\xi_0=\min\{f(\eta_0):f\in S\text{ and }\eta(f)=\eta_0\}$, and let $$S_0=\{f\upharpoonright\eta_0:f\in S\text{ and }\eta(f)=\eta_0\text{ and }f(\eta_0)=\xi_0\}\;.$$

Now let $f\in S$ be such that $\eta(f)=\eta_0$, $f(\eta_0)=\xi_0$, and $f\upharpoonright\eta_0=\min S_0$, and verify that $f=\min S$.

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Here is an alternative solution, which additionally establishes that the order type of $R$ is $\alpha^\beta$, by constructing an explicit order isomorphism from the set $A=\{f:\beta\to\alpha:f\mbox{ has finite support}\}$ to the ordinal $\alpha^\beta$ (defined recursively via $\alpha^{\beta+1}=\alpha^\beta\alpha$, $\alpha^\delta=\bigcup_{\beta<\delta}\alpha^\beta$ for limit $\delta$).

Given $f:\beta\to\alpha$, let $(a_i)_{1\le i\le n}$ enumerate the indexes $\delta$ at which $f(\delta)\ne0$ in descending order, and define $$F(f)=\sum_{i=1}^n\alpha^{a_i}f(a_i).$$

The bijectivity (and with a more careful analysis, strict monotonicity) of $F$ follows from the basis representation theorem, an extension of the Cantor Normal Form theorem.