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
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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
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Publications
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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
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The value of randomized strategies in distributionally robust risk averse network interdiction problems
Utsav Sadana, Erick Delage
INFORMS Journal on Computing, 2023
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Feedback Nash Equilibria in Differential games with Impulse Control
Utsav Sadana, Puduru Viswanadha Reddy, Georges Zaccour
IEEE Transactions on Automatic Control, 2023,
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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
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Nash equilibria in nonzero-sum differential games with impulse control
Utsav Sadana, Puduru Viswanadha Reddy, Georges Zaccour
European Journal of Operational Research, 2021.
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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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