The Banach-Mazur game is an infinite two-player game that characterizes sets of first category. In a
version on the real line, fix a target set . Players
and
alternately choose nondegenerate closed
intervals
,
,
, with each interval
contained in the interior of the preceding interval
and with lengths tending to zero. The intersection
consists of a single point
. Player
wins if
, and player
wins otherwise.
With this convention, has a winning strategy iff
the complement of
is of first category in
some nonempty open interval. Player
has a winning strategy iff
is of first
category. Mazur's original nested-interval game
is Problem 43 of the Scottish Book Problems
(Mauldin 2015, pp. 116-117).