That makes it easy.
Fly to MXP and take the train to Venice. Takes 2 h & 13 minutes. From there, you swtich to a regional train for Santa Lucia. That time of year you should get good deals or rooms on points. IMO, you have not lived until you have experienced Venice. I am here now for the Bienale, the weather is hot and the crowds overwhelming. End of October it will be much nicer. (PM me if you want advice on where to stay?)