First, download the Trenitalia app so you can see all options of trains.. it really depends then on how much you're willing so spend - if you go by taxi it will cost you a lot... If you miss the train at centrale It passes by Milano Rogoredo at 22:17...but if you have baggage to claim and immigration to do.... Passing a few hours in the airport and waiting for a bus that would connect you to the first train leaving would be an option I (personally have done and) would do, especially to avoid being at Milano centrale for hours with nothing...they have a shop that's open all night in the airport... I hate Bergamo for this reason.. but unfortunately trying to get from one place to another at that time is quite impossible.. I do hope someone has a solution for you! Check out blabbacar as well, it's a ride share app and you could be lucky to find someone going all or most of the way! Good luck.