Denver (6-6) has won six of its last eight games after opening the season 0-4. The Pioneers jumped to a 37-17 halftime lead and never trailed against Alcorn State (3-8), who has lost seven straight.
Olson hit four 3-pointers and had six assists for the Pioneers, one shy of his career best. Udofia had five assists and three steals. Both Olson and Udofia shot 6 of 11 (54.5 percent) from the floor.
Denver faces UTEP, and Alcorn State will play Western Illinois Sunday.