The answer is to counter their strategy. What I usually do, which might sound crazy, is I go into a full breakout attack. Meaning as soon as I get the puck in my defensive zone my wingers are flying up the ice. I look to connect with them on long, saucer passes for breakaways and odd-man rushes. I used to do this all the time on NHL 10-14. I'm not sure if it works yet on NHL 15 because I haven't figured out all the strategies and how to change them all. But I'm guessing it will. It was especially effective for me with players like Patrick Kane. So basically the CPU was paying for playing such an aggressive game. It definitely did not work all the time, but there were some games where I was winning 3-1 in the third and the game ended up being 5-2 because of this.
Others may use more defensive strategies but I always liked to counter aggression with aggression. The other team can't score if you have the puck in their end.