This paper (Schwalbe and Walker) is really a very nice, well written and clear account of the matter from which I learned several new things about the topic. Thanks much for finding and posting it. I strongly recommend it to anyone who is interested in the subject (assuming that there is anyone other than us reading the thread).
For those who don't want to bother reading it but who have at least a passing interest in the matter, I would summarize the bottom line in this way:
Zermelo's proof is generally regarded as the first theorem ever proved in game theory, but what he actually claimed to prove is considerably more modest than is often thought, and moreover, there are some weaknesses in the proof he published. However, by 1930 further work by Konig (1927) and Kalmar (1928/29) had greatly improved and generalized Zermelo's work and essentially settled the matter to the satifaction of the mathematical community (at least up until 1999 when the Schwalbe and Walker paper appeared). Zermelo's proof and its corollary, as stated in the UCLA link I posted and quoted higher up in this thread, are considered to have been proven, although the proof given in that link is only rigorously valid if one "artificially" limits all possible chess games to some finite number of moves (however large...a googleplex factorial is just fine), but such a "ceiling" assumption/rule is not required for the more general analyses/proofs given in the literature.
In short, we do indeed know that there is an optimum strategy for playing chess but do not know to what outcome it leads.
-Ww