Game theory, maximum entropy, minimum discrepancy and robust Bayesian decision theory. Grunwald, P. D. & Dawid, A. Annals of Statistics, 32(4):1367--1433, Institute of Mathematical Statistics, 2004.
bibtex   
@article{Grunwald2004,
author = {Grunwald, P. D. and Dawid, A.P.},
journal = {Annals of Statistics},
keywords = {information,stefano},
mendeley-tags = {information,stefano},
number = {4},
pages = {1367--1433},
publisher = {Institute of Mathematical Statistics},
title = {{Game theory, maximum entropy, minimum discrepancy and robust Bayesian decision theory}},
volume = {32},
year = {2004}
}
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