GameMaker: Studio now has the capability to export to PlayStation 3, PlayStation 4 and PlayStation Vita. The export modules are free, but you are required to be a licensed Sony developer to get access to them.
You can register your interest in becoming a developer with Sony here: register my company
Once you have registered you will be give access to Sony DevNet, where you can find all kinds of developer resources, including GameMaker. To register your interest with us and receive a GameMaker license for each Sony platform, please navigate through the following in DevNet:
Development > Tools & Middleware > Tools & Middleware Directory > GameMaker: Studio > Confirm Developer Status
You can either do this separately for different modules (by changing the platform in the top left of DevNet) or, simply confirm your developer status for one module and ask us to give you the others when you receive your welcome email from our team.
Once we have received your details we will give you access to the Sony export modules and documentation for using them.