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
Mitigating optimistic bias in entropic risk estimation and optimization with an application to insurance
Utsav Sadana , Erick Delage , Angelos Georghiou
arxiv
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Slides
Subsidizing a New Technology: An Impulse Stackelberg Game Approach
Utsav Sadana , Georges Zaccour
arxiv
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Talk (Dynamic Games and Applications Seminar)
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Slides
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, 2025
arxiv
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Tutorial Talk (SPS seminar)
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Slides
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 BaÅŸar , 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)