For example, consider PowerGrid. The winner is the player who powers the most cities on the turn someone builds to 17 cities. So say it's your turn to build and a player before you just built to 17. The game is definitely ending this turn, and you can see that they can power 16 while you can only power 15. There's nothing you can do to win. The game isn't over, though, because we don't yet know if someone after you will power more cities. Your options include passing, building as many cities as possible, or building cities that make it hard for one of the remaining players to win. How do you decide?

Provisional answer: if you can't win, you should figure out which of the players who might still win is most to blame for your not winning and play to disadvantage them.