Sony et al probably have more specific patents for their own setups, but to the extent they cover this setup they'd either be obvious, or they'd be trying to sue you for doing stuff covered under nVidia or Valve's patents. This, alas, doesn't necessarily protect you, but would certainly raise some PR issues. Plus Amazon might have some questions as well, since they don't want people getting hit for using cloud services to do things; anything that smells like special cloud licensing just because you're doing X "but in the cloud!" is going to hurt their business model.
I can't guarantee they have nothing to sue over, but the costs/benefits would not seem to argue in favor of Sony suing.