What does Andrew Wilson, the CEO of video game powerhouse Electronic Arts, have in common with singer Demi Lovato or the actor and investor Ashton Kutcher? They all practice Brazilian jiu-jitsu, a style of martial art considered a form of "physical chess."

Former U.S. Navy SEAL Jocko Willink has practiced the martial art throughout his adult life. The former platoon commander and co-author of "The Dichotomy of Leadership" recently told CNBC Make It why he believes jiu-jitsu is revered by so many smart and successful people: the practice values strategy over brute force.

In Brazilian jiu-jitsu, one controls opponents through ground fighting, wrestling them until they are rendered harmless. A careful mental game — one that leverages surprise moves — is key to overpowering an opponent regardless of size or strength. The approach is similar whether on the battlefield or in business, where a direct, head-on approach won't always yield the best results.

"You don't tell your competitor exactly what you're going to do," says Willink. "You set up things in such a way that your competitor doesn't expect you to come at them from a different angle."