http://www.amazon.com/The-Eudaemonic-Pie-Thomas-Bass/dp/0595...
http://www.amazon.com/Eudaemonic-Pie-Thomas-Bass/dp/05951423...
Recently I ran across another book about the same group, "The Predictors: How a Band of Maverick Physicists Used Chaos Theory to Trade Their Way to a Fortune on Wall Street"
It's also available on Kindle for $7.99: https://www.amazon.com/Eudaemonic-Pie-Thomas-Bass-ebook/dp/B... They also have it as an audio book on Audible.
Note: this book is about a different, later group that built a wearable computer to hack roulette rather than Shannon and Thorp. Shannon and Thorp's work is mentioned a bit, but most of the book is about Farmer, Packard and associates, and the Shannon and Thorp work is discussed more as general background to help in understanding Farmer and Packard's work.
Farmer and Packard do not seem to have been aware of any details of Shannon and Thorp's work. They had read Thorp's book on blackjack, and Thorp mentions briefly that he had way to beat roulette but had not implemented it yet. When Packard and Farmer read that, they were skeptical. Later, they independently came up with the idea of using physics to predict roulette, and only after that did they realize that this was what Thorp was getting at, too.
I don't recall anything in the book indicating that they knew Shannon had been involved with Thorp. They made use of Shannon's work in areas such as information theory when trying to understand chaos and apply it to roulette, of course. It has been over 30 years since I read the book, so I possibly missed something (although just before posting this I found my copy and skimmed the first 60 pages, which covered up to where Packard and Farmer got the idea and started working on implementing it).