LINGO's SP solver generates a deterministic model to solve the original SP model.  This model is called the deterministic equivalent (deteq).  Depending on the number of stages, random variables and samples sizes, the deteq may get to be very large.  There is a remote chance that LINGO will not be able to generate the deteq.  This would be a very unusual situation.  If there is no obvious reason for this problem, you may wish to contact LINDO Systems Technical Support for assistance.