We study the complexity of solving succinct zero-sum games, i.e., the games whose payoff matrix M is given implicitly by a Boolean circuit C such that M(i,j) = C(i,j). We complement the known EXP-hardness of computing the exact value of a succinct zero-sum game by several results on approximating the value. (1) We prove that approximating the value of a succinct zero-sum game to within an additive error is complete for the class promise- $$S^{p}_{2}$$ , the "promise" version of $$S^{p}_{2}$$ . To the best of our knowledge, it is the first natural problem shown complete for this class. (2) We describe a ZPP NP algorithm for constructing approximately optimal strategies, and hence for approximating the value, of a given succinct zero-sum game. As a corollary, we obtain, in a uniform fashion, several complexity-theoretic results, e.g., a ZPP NP algorithm for learning circuits for SAT (Bshouty et al., JCSS, 1996) and a recent result by Cai (JCSS, 2007) that $$S^{p}_{2} \subseteq$$ ZPP NP . (3) We observe that approximating the value of a succinct zero-sum game to within a multiplicative factor is in PSPACE, and that it cannot be in promise- $$S^{p}_{2}$$ unless the polynomial-time hierarchy collapses. Thus, under a reasonable complexity-theoretic assumption, multiplicative-factor approximation of succinct zero-sum games is strictly harder than additive-error approximation.