Conservative fitted policy iteration
Learn the whole spread of how long a game might last, and only leave the safe move when the evidence says so.
rejectedrecordedJudge a move by its worst outcomes, or by how long the game keeps going, and see whether caution extends life.
When the game ends the first time you go broke, the average payout is the wrong thing to maximise; you also have to care about the bad tail.
Read the primer7 approaches, featured pages first. Each card is one theory of how to choose a column and what happened when it was tried.