When you hit the Internet with a pick ax, it is amazing what falls out. Here is a play about Picasso and Einstein having a proposed encounter. It's called Picasso at the Lapin Agile [roughly translated as "Picasso at the Nimble Rabbit"] by Steve Martin. [Yes, Steve Martin the comic.] The "Lapin Agile" is a bar where the events unfold...an early beatnik setting for artists, philosophers and the like--a Greenwich Village in the early 1900's. All events take place before Einstein's The Special Theory of Relativity and Picasso's "Les Demoiselles D'Avignon".
Picasso at the Lapin Agile and Other Plays