They are too many to name. Check this[1] page for each gen. From gen 2 onwards, you'll be astounded.
[1]https://en.m.wikipedia.org/wiki/List_of_Unreal_Engine_games
[1]https://en.m.wikipedia.org/wiki/List_of_Unreal_Engine_games
http://www.vgchartz.com/platform/68/xbox-one/
You have to go down to #31 to find an Unreal Engine game (Batman: Arkham Knight). The only licensed engine game that I know of in the top 30 is Titanfall, which licensed the Source engine from Valve. The situation is similar for the PS4.
By and large, the developers of AAA games don't license an engine from a third party.