Gunners chief Andrea Berta is pushing to settle on a fee with RBL for the Slovenia international striker.
Sky Sports says formal talks kicked off on Friday between the two clubs.
Interestingly, Sesko is with the Slovenia squad this week, though missed the clash against Luxembourg.
It's been suggested RBL have asked the Slovenia FA that Sesko not take the pitch this international week so to protect him from injury as talks continue with Arsenal.
The Gunners are seeking to close a deal with RBL for around £60 million.
