The files you may find online labeled as "GTA 4 PSP ISO" are typically of older GTA titles or completely different games modified to look like GTA 4. Why an Official GTA 4 PSP Port Doesn't Exist

It sounds like you’re looking for information about on the PSP (PlayStation Portable).

There are numerous "fan-made" video clips showing what the game could look like on mobile or handhelds, but these are often just edited footage from the PC or console versions. Official GTA Games on PSP