Utsav Sadana

Hi! I am an Assistant Professor of Operations Research in the Department of Computer Science and Operations research (DIRO), University of Montréal. I am IVADO researcher and a member of CIRRELT and GERAD.

Before this, I was a Postdoctoral Fellow at McGill University. I received my Ph.D. in Management Science from HEC Montréal where I was very fortunate to be advised by Prof. Georges Zaccour. During my research in PhD/ postdoc, I have been fortunate to be mentored by Prof. Puduru Viswanadha Reddy, Prof. Erick Delage, Prof. Angelos Georghiou, and Prof. Tamer Başar.

In 2017, I graduated from IIT Kanpur with Bachelors in Materials Science and Engineering, and Masters in Economics.

Email  /  CV  /  Ph.D. Thesis  /  Google Scholar  /  X  /  Github

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Courses Taught
  • Methods of Operations Research [IFT-6575], DIRO, University of Montreal, Instructor, Fall 2024
  • Dynamic Programming [IFT-6521], DIRO, University of Montreal, Instructor, Winter 2024
  • Business Statistics [MGCR 271], Desautels Faculty of Management, McGill University, Instructor, Summer 2022
News
  • Preprint, "Data-driven decision-making under uncertainty with entropic risk measure" with Erick Delage and Angelos Georghiou, available online
  • SPS Newsletter on Contextual Stochastic Optimization Methods for Decision Making Under Uncertainty
  • Preprint, "Subsidizing a New Technology: An Impulse Stackelberg Game Approach" with Georges Zaccour, available online
  • Our article, "A Survey of Contextual Optimization Methods for Decision Making under Uncertainty", published (online) in European Journal of Operational Research
Publications
A Survey of Contextual Optimization Methods for Decision Making under Uncertainty
Utsav Sadana, Abhilash Chenreddy, Erick Delage, Alexandre Forel, Emma Frejinger, Thibaut Vidal
European Journal of Operational Research, 2024
The value of randomized strategies in distributionally robust risk averse network interdiction problems
Utsav Sadana, Erick Delage
INFORMS Journal on Computing, 2023
Feedback Nash Equilibria in Differential games with Impulse Control
Utsav Sadana, Puduru Viswanadha Reddy, Georges Zaccour
IEEE Transactions on Automatic Control, 2023,
Sampled-data Nash equilibria in differential games with impulse controls
Utsav Sadana, Puduru Viswanadha Reddy, Tamer Başar, Georges Zaccour
Journal of Optimization Theory and Applications, 2021
Nash equilibria in nonzero-sum differential games with impulse control
Utsav Sadana, Puduru Viswanadha Reddy, Georges Zaccour
European Journal of Operational Research, 2021.
Bayesian Networks and Games of Deterrence
Michel Rudnianski, Utsav Sadana, Hélène Bestougeff
Recent Advances in Game Theory and Applications, Springer (2016)

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