ps the Windows 10 Anniversary update that caused this for you? If so, it may be it mucked up the DirectX or Visual C++ installations on your computer, we've had a few of those.

Please go to this folder:
C:\Program Files (x86)\Steam\steamapps\common\Stellaris\_CommonRedist\
Go down into all three of the folders under there, and run each of the .exe files - there are 4 all told.

If that doesn't help, I'm afraid this is a bit of work, but please rename or move this list of files:

C:\Windows\SysWOW64\msvcp100.dll
C:\Windows\SysWOW64\msvcr100.dll
C:\Windows\SysWOW64\msvcr100_clr0400.dll
C:\Windows\SysWOW64\xinput1_3.dll
C:\Windows\System32\mfc100.dll
C:\Windows\System32\mfc100u.dll
C:\Windows\System32\msvcp100.dll
C:\Windows\System32\msvcr100.dll
C:\Windows\System32\msvcr100_clr0400.dll
C:\Windows\System32\xinput1_3.dll

PLUS all files that fit the pattern d3dx9_??.dll in both those folders; usually about 20 in each. Then re-run those four .exe files above, which will replace them all with known good ones.

Sorry to put you to this trouble, but Microsoft have not provided any way of repairing or uninstalling those modules, so we have to do it manually. The only alternative is a clean Windows re-install.