The utility function is an approximation. So MCMC is aggregating information over an erroneous space, and min/max is also optimizing over an erroneous space too.
Which is the correct thing to do is conditioned on how the utility function behaves. In this scenario I think min/max plays maximumly conservative, which empirically seems to be the best thing to do.
If the utility is minimize free space on the board, the min/max will try to get to a free board but doesn't take risks so gets there in a suboptimal route. The MCMC will take the odd risky move as long as a large proportion of the futures lead to a even emptier board.
Clearly you don't want risky moves, because do enough of them and it ends in disaster (and its a long game). So the utility function should be exponentially weighted against going near risky situations. However, developing such a utility function which combines well in MCMC really requires understanding too much about the future game dynamics.
For MCM to work, the utility function really needs to capture how potentially bad a situation is, and I don;t think that is easy. Min/max is naturally pessimistic in stratergy, which is probably the correct thing to do.
I accept the argument that "minimax is conservative, and conservative is good" might be correct. But I don't think its likely, and, without the time to code my own solution, all I can do is give arguments to that end.
I gave one intuitive argument here: https://news.ycombinator.com/item?id=7381382
Another argument is to remember that minimax, and AB-pruning, is a really strong way of reducing your search space - because of how unfavourable adversary moves are propagated up the tree - which could result in drastic pruning if the minimax assumption is wrong.
One 'bad' state, 6 or 8 ply deep through your branching factor ~10 tree, can result in you pruning entire lines of enquiry using minimax AB; surely that can't be right if the chance of the bad state happening is tiny, and especially if an alternative is chosen which isn't much better.
So I still think that if you want to tune the search algorithm to be risk adverse, then, yes, do so; but minimax is a drastic way to achieve that. But yes, how big of an effect that decision has in practice depends on complicated things, such as correlations in the search tree. (i.e. If you find a bad state in a section of the game tree, maybe there are likely to be other bad states nearby, so its not such a big deal to prune that whole section using minimax).
so you only need to decide 1 of 4 moves at the beginning
1. min max to a finite horizon using a heuristic utility function (as implemented)
2. Dynamic program/MCMC to a finite horizon and use the heuristic. Good at modelling the opponent behaviour, but could lead to bad results with a bad heuristic. (commented out approach)
3. Sample till the game ends (infinite horizon), pick the first move that lead to the game that went the longest (or won). This avoids developing an ad hoc heuristic.
So now I vote for 3. :p
Also, while I do not have the background you do with search functions, I didn't feel like my comment (which I saw as offering an idea more than a proof: a comment about intuitions based on having wasted way way too much time playing 2048 yesterday and from being in the chess club at a different time in my life) warranted the "let me teach you the basics" paragraph, especially under the "we are working together to figure out why you are wrong" assumption. I am sufficiently confused by these differing approaches to the conversation as to not be certain how to proceed.
Like, "huh, ok, if you had a different idea for why you are wrong, what would it be?" is all I can come up with, but I don't think that fits your side of this interaction. (Maybe, if you simply feel you aren't wrong, you could look at ovolve's code and find something "wrong"/suboptimal with his algorithm? I assumed you had already done this, given the context, but maybe not? Clearly my assumptions are failing here.) I think I will just bow out, actually get some work done, and maybe ask my friends (whom have much more experience in this space than, to my belief, either of us) to explain this to me later ;P.