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Build a small ring at a Lagrange point using hinged plates. Gradually expand it until its diameter is 2 AU. Spin it slowly to keep it round. Use rockets to move it into position around the sun. Use stabilizer rockets to keep it in position.

Repeat at 90 degrees, 45 degrees, etc until you have a sphere.

You're right that speed-of-light delays make negative feedback control difficult, but it might be possible to have rockets that sense local photon flux on the inner surface of the ring/sphere and fire autonomously when it increases.



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