Yes, I know. I made targeting system for my Advanced Aiming Component. There is many ways, to be honest, but the most simple one is to get all actors of class or with interface, make a loop for output array and find the closest one.
Like this:
http://s1.uploadpics.ru/images/WJViSi4P7e.png
Btw, that Missile should work very well with Advanced Aim Component I made. Just realized that.