There is no official Rockstar game called Grand Theft Auto: San Andreas Stories.
Rockstar did release:

San Andreas Stories has never been officially developed or published.

From community reports of attempted San Andreas PSP ports:

Verdict: Not worth the risk or poor experience.

If you want San Andreas on a portable device, here are your legal options:

If you legally own a UMD of Liberty City Stories or Vice City Stories, you can rip it to ISO and play it on PPSSPP (a safe, open-source emulator). This is legal under fair use in many countries, provided you don’t distribute the files.