In this project, bridging entropy econometrics, game theory and information theory, a game theoretic approach will be investigated to quantum information, during which new mathematical definitions for quantum relative entropy, quantum mutual information, and quantum channel capacity will be given and monotonicity of entangled quantum relative entropy and additivity of quantum channel capacity will be obtained rigorously in mathematics; also quantum state will be explored in Kelly criterion, during which game theoretic interpretations will be given to classical relative entropy, mutual information, and asymptotical information. In specific, after briefly introducing probability inequalities, C∗-algebra, including von Neumann algebra, and quantum probability, we will overview quantum entanglement, quantum relative entropy, quantum mutual information, and entangled quantum channel capacity in the direction of R. L. Stratonovich and V. P. Belavkin, and upon the monotonicity property of quantum mutual information of Araki-Umegaki type and Belavkin-Staszewski type, we will prove