I have to delete request from PSA and data targets where there are no records in the request.
Such requests are visible but they do not exist in the table RSTSODSREQUEST.
In which table such requests are stored?
1. To delete requests from PSA http://help.sap.com/saphelp_nw70/helpdata/en/b0/078f3b0e8d4762e10000000a11402f/content.htm
2. To delete requests from DSO you can do it in manage tab. Select the requests which have zero records and press delete. If you want to delete it using ABAP code then read the RSMONICDP table using the function RSSM_DELETE_REQUEST.