Get papers from the other university and obtain a new visa stamp for that university. Request the consul to cancel previous visa stamp if he/she thinks it necessary.
Transfer is another option if you join the university A first; and if A and B are happy to do sponsorship transfer related paper-work after you join A. However, transfer will be possible if both programs are similar.
Best wishes,
Jigesh
Disclaimer: Personal non-legal point of view only.