As you have determined, the expected winning rate is a complex summation summation and should be approximated. The standard approach is to use the Monte Carlo method, which includes the simultaneous modeling of different hands and the adoption of an empirical average value: # wins / # games.
Interestingly, the error (MSE) of this approximation does not depend on the dimension (number of combinations), in particular, if X = 1, if you win, 0 if you lose, MSE = var (X) / N = p * (1- p) / N, where p = Prob (X = 1) (unknown), and N is the number of samples.
There are a number of different Monte Carlo methods that can improve the variance of the vanilla sampling approach, such as importance sampling, regular random numbers, Rao-Blackwellization, control variations, and stratified sampling, to name just a few.
edit: just saw that you are looking for an approach based on a nonrandom approximation, I doubt that you will have much luck in approaches with determinate approximations. I know that the current state of computing in poker research uses Monte Carlo methods to compute these probabilities, albeit with a few tricks to reduce variance.
Regarding "because there is always a small chance that can be removed", you can always get the probability of a high probability of an error with Hoffding's inequality.
source share