The Quantum-Classical Hybrid Optimization framework for after-tax portfolio allocation under regime constraints integrates quantum variational algorithms (e.g., QAOA, VQE, Hybrid HHL++) with classical solvers (convex optimization, MPC) to solve high-dimensional, non-convex problems involving tax-aware objectives, Markov-switching regimes (market, volatility, regulatory/tax), counterparty/basis risks, and fiscal uncertainty in synthetic carbon credit tokens. This hybrid approach addresses the…