In no way, shape, or form does this passage conform to your statement "God knew Jacob would have faith and Esau would not."
Well, you refuse to see it, but the entire chapter is contrasting those who are saved by faith versus those who try to establish their own righteousness through works, or claim they are chosen by ancestry to Abraham.
If God simply chooses some to be saved, and chooses others to be lost, why would the entire chapter be devoted to this contrast?
Rom 9:6
Not as though the word of God hath taken none effect. For they are not all Israel, which are of Israel:
7
Neither, because they are the seed of Abraham, are they all children:
but, In Isaac shall thy seed be called.
8 That is, They which are the children of the flesh, these are not the children of God:
but the children of the promise are counted for the seed.
9 For this is
the word of promise, At this time will I come, and Sara shall have a son.
10 And not only this; but when Rebecca also had conceived by one, even by our father Isaac;
11 (For the children being not yet born, neither having done any good or evil, that the purpose of God according to
election might stand, not of works, but of him that calleth; )
12 It was said unto her, The elder shall serve the younger.
13 As it is written, Jacob have I loved, but Esau have I hated.
In vs. 6 it shows that a man is not saved through being the physical ancestor of Abraham. When it says "called" in vs. 7 it is speaking of promise. God had promised that Abraham would have a son and through him the whole world would be blessed. In vs. 8 it makes it absolutely clear it is speaking of those saved through faith in God's promises. And in vs. 11 it again shows that those who are "called" that is, those who believe God's promises are the elect, not those who try to justify themselves through works.
Then it contrasts Moses and Pharaoh. Moses left Egypt, because he regarded the promises of God.
Heb 11:24 By faith Moses, when he was come to years, refused to be called the son of Pharaoh's daughter;
25 Choosing rather to suffer affliction with the people of God, than to enjoy the pleasures of sin for a season;
26 Esteeming the reproach of Christ greater riches than the treasures in Egypt: for he had respect unto the recompence of the reward.
27 By faith he forsook Egypt, not fearing the wrath of the king: for he endured, as seeing him who is invisible.
Moses is an example of great faith and submission to God, while Pharaoh was the great example of rebellion and stubborn pride. Pharaoh saw many great acts of God with his own eyes and still would not repent and believe.
Exo 3:19 And I am sure that the king of Egypt will not let you go, no, not by a mighty hand.
Exo 10:3 And Moses and Aaron came in unto Pharaoh, and said unto him, Thus saith the LORD God of the Hebrews, How long wilt thou refuse to humble thyself before me? let my people go, that they may serve me.
You see, God knew before Moses even went down to Egypt that Pharaoh would stubbornly resist God even though he would see many mighty works with his own eyes. God did not punish Pharaoh without reason or cause.
You simply do not understand the chapter. The whole chapter is contrasting faith versus works. And God has elected to show mercy on those who come by faith versus those who try to establish their own righteousness and will not submit to the righteousness of God.
Rom 9:31 But Israel, which followed after the law of righteousness, hath not attained to the law of righteousness.
32
Wherefore? Because they sought it not by faith, but as it were by the works of the law. For they stumbled at that stumblingstone;
You pull scripture out of context to try to prove your false doctrine. The entire chapter is clearly contrasting faith versus works, read it again and see for yourself.