The two generals who cannot agree

Two generals command armies on opposite sides of a city. They win only if both attack at the same time; an attack by one alone is a disaster. They can communicate only by messengers who must pass through the city and may be captured, in which case the message never arrives, and the sender does not know whether it arrived.

General A sends "attack at dawn". If the messenger gets through, B knows the plan, but A does not know that B knows, so B sends a confirmation; but B does not know whether the confirmation arrived, so A sends an acknowledgement; and so on.

Prove that no finite sequence of messages can guarantee that both generals attack.