You are the best and should be the only person to answer this question. If I were in your shoes I would consider these points.
First, you need to answer the question: what is the objective of you pursuing a PhD degree?
Do you wish to become a professor while trying to get into tech entrepreneurship? Do you wish to invent/discover something unique and transformative? Do you wish to get overseas experience and eventually come back to your original country?
Once you nail down your objective, you need to look at the associated issues. For example, if you wish to migrate, then getting a citizenship/visa in the continent/country of your choice must be first considered. It is not straightforward and it is also not something which is consistent with time.
Second, are you looking for funding or are you self-funded? That will limit your choices to specific universities and groups.
Third, and perhaps, most importantly, you need to identify the area of your choice. Not all universities offer all kinds of research directions. You need to determine what area in AI appeals to you. In fact, this should be the motivation for your PhD and determine the objective. Anything else and you will surely struggle to do a good job with your research.
In my personal opinion, you must also consider you compatibility with potential supervisors. You must align your objectives with the expectations with him or her. Only then will your journey be smooth. You say you want to do tech entrepreneurship. Not all research groups will enable you to do that. Most of the groups consist of academicians whose main goal is to publish and grow in their field, not pursue business opportunities by developing technologies.
This is a serious business and one must give a lot of thought to it. If you want to be a tech entrepreneur, then do you really wish to wait for 3 years (7 years in US) while doing a PhD? PhD will entail a number of things which does not align with that goal. Would you be motivated enough to do it?
As you answer these questions, you will find that choice between continents is too high level a question to think about.