Cooperate

You may not aware of the fact that it is indeed illuminating to try Monoply with three AI players.

To begin with, you could choose how sophisticated your opponents are - from a group of simple minded beginners to three quasi-experts, each of whom has their own calculation.

The point is, it is actually not more easy to defeat three naive AIs than shrewd ones. In fact, usually it's the other way round.

The reason is, naive AI players all follow simple rules, and it is very easy to fix up a mutually beneficial trade between two of them. In contrast, more calculating strategies include considerations to minimize the gain of their opponents - not uncommonly result in a slightly less favorable decision to oneself.

The same phenomenon has been proved by studies in game theory of economics decades ago.