Hernandez seems to leave the Serie A Giants this summer while he closes a step to Diego Simeone's Atletico Madrid.
Arsenal's Oleksandr Zinchenko was previously advertised as their preferred option to replace the Frenchman, but their priorities have since shifted.
According to La Gazzetta Dello Sport, Udogie, 22, is now the man they want at the back left after various reconnaissance missions of the club's recruitment department.
Although Zinchenko would undoubtedly be the cheaper option, it is assumed that the new Massimiliano Allegri manager prefers Udogie.
AC Milan sees the Italy International as someone they can build in the future after they missed European football in its entirety last season.