Utsav Sadana

Hi! I am an Assistant Professor 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

• Linear Optimization, Winter 2026, Department of Computer Science and Operations Research (DIRO), University of Montreal
• Methods of Operations Research [IFT-6575], Department of Computer Science and Operations Research (DIRO), University of Montreal, Instructor, Fall 2024, Fall 2025
• Dynamic Programming [IFT-6521], Department of Computer Science and Operations Research (DIRO), University of Montreal, Instructor, Winter 2024, Winter 2025, Winter 2026
• Business Statistics [MGCR 271], Desautels Faculty of Management, McGill University, Instructor, Summer 2022

My research focuses on data-driven decision-making under uncertainty. For a quick overview, you may refer to my column in the newsletter of the Stochastic Programming Society. An elaborate survey of this area can be found in a recent article on contextual stochastic optimization (link). My work draws on Operations Research, Economics, Game Theory, Statistics, and Machine Learning to develop new models and algorithms, with applications to risk quantification in insurance, finance, and security.

I am currently looking for PhD students with a strong background in mathematics and programming. If you are interested in decision-making under uncertainty, please email me a brief description of your interests with the subject line: “PhD application – [Your Research Interest]”.

PhD Students

• Gabriel Fortin-Leblanc (co-supervised with Emma Frejinger)

Master's Students

• Maël Charpentier (co-supervised with Margarida Carvalho)
• Julien Charles-Cyr

• I look forward to attending Mathematical Foundations of Diffusion Models for Efficient Sequential Data Modeling in Chicago, August 3-13, 2026 .
• Revised Preprint, "Mitigating Optimistic Bias in Entropic Risk Estimation and Optimization" (co-authors Erick Delage and Angelos Georghiou), with new theoretical results
• Our upcoming workshop at BIRS! Banff International Research Station (BIRS) Workshop: Contextual Stochastic Optimization, Feb 22 - 27, 2026.
• Organized, with Margarida Carvalho and Quentin Cappart, CRM Workshop: Combinatorial Optimization and Data Science, May 7 - 9, 2025.
• Preprint, "Data-driven decision-making under uncertainty with entropic risk measure" with Erick Delage and Angelos Georghiou, available online
• Invited talk at IEMS Seminar, Northwestern University, October 21, 2025
• 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", is now published (online) in European Journal of Operational Research

• Teaching Excellence Award, Association of Postdoctoral Fellows, McGill University (2022)
• Finalist, Young Scholar Best Paper Award, ISDG 2022, Porto, Portugal
• GERAD Postdoctoral Scholarship (2021-2022)
• FRQNT Postdoctoral Research Scholarship (B3X) (2021-2023)
• PBEEE/Quebec-India PhD Research Scholarship (2019-2021)
• FRQNT Doctoral Research Award (B2X) (2019-2022)
• FRQNT International Internship Scolarship (2018)
• J.A. Deseve Excellence Scholarship (2018)

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