There is no official or native Jet Set Radio (JSR) ROM for the PlayStation Portable (PSP). While SEGA released an HD remake for platforms like the PlayStation Vita, PS3, and PC, the PSP hardware was never officially supported. Status Report: Jet Set Radio on PSP
Note: While emulation is a fantastic way to preserve and experience games, always try to support developers and rights holders where possible. Sega has done great work with their recent remasters, so checking out their official modern ports is also highly recommended.
Licensing: The game’s legendary soundtrack, featuring Hideki Naganuma, involved complex music licensing that often stalled re-releases until the 2012 HD remaster. 4. Legacy and Modern Alternatives
If you want to play Jet Set Radio on a handheld device, you have three excellent options. While none are strictly "PSP," they all run on PSP hardware via emulation or backward compatibility.
When Sega announced they were bringing the Dreamcast classic to the PSP, skepticism was high. Could a handheld device handle the sprawling, vertical levels of Tokyo-to?
: If you are looking for that specific skating and graffiti gameplay, Skate Park City