According to games website Joystiq Sega and Sony have recently been meeting in regards of Sega games going to Sony:
“Juicer still, that little mention comes right after talk of a project named “Vanquish” and a possible PSP iteration of the currently shelved Aliens: Colonial Marines that Gearbox Software is working on.”
Personally I find it hard to believe considering the PSP is somewhat of a dying platform. Thanks to Ash 937 and Hemi for the news.