Szita, I., Chaslot, G.M.J-B., and Spronck, P. (2010). Monte-Carlo Tree Search in Settlers of Catan. Advances in Computer Games (ACG 2009) (eds. H.J. van den Herik and P.H.M. Spronck), Vol. 6048 of LNCS, pp. 21–32, Springer-Verlag, Berlin Heidelberg, Germany
Monte-Carlo Tree Search, thesis by Guillaume Chaslot, 2010.
A Survey of Monte Carlo Tree Search Methods, by C.B. Browne, et al.,2012
Giraffe: Using Deep Reinforcement Learning to Play Chess, by Matthew Lai
DeepChess: End-to-End Deep Neural Network for Automatic Learning in Chess, by Omar David, et al.
Mastering the game of Go with deep neural networks and tree search, by David Silver, et al., Nature, vol. 529, 28 January 2016
Read all about it at DeepMind's site on AlphaGo