In the field of computer intelligence, it has always been a challenge to construct an agent model that can be adapted to various complex tasks. In recent years, based on the planning algorithm of Monte Carlo tree search (MCTS), a new idea has been proposed to solve the AI problems of two-player zero-sum games such as chess and Go. However, most of the games in the real environment rely on imperfect information, so it is impossible to directly use the normal tree search planning algorithm to construct a decision-making model. Mahjong, which is a popular multiplayer game with a long history in China, attracts great attention from AI researchers because it contains a large game state space and a lot of hidden information. In this paper, we utilize an agent learning approach that leverages deep learning, reinforcement learning, and dropout learning techniques to implement a Mahjong AI game agent. First, we improve the state transition of the tree search based on the learned MDP model, the player position variable and transition information are introduced into the tree search algorithm to construct a multiplayer search tree. Then, the model training based on a deep reinforcement learning method ensures the stable and sustainable training process of the learned MDP model. Finally, we utilize the strategy data generated by the tree search and use the dropout learning method to train the normal decision-making agent. The experimental results demonstrate the efficiency and stability performance of the agent trained by our proposed method compared with existing agents in terms of test data accuracy, tournament ranking performance, and online match performance. The agent plays against human players and acts like real humans.