unreal 4.14:
P2UVector:
#include "PhysXPublic.h"
also 3 other updated includes for A new, community-hosted Unreal Engine Wiki - Announcements - Unreal Engine Forums :
#include "ThirdParty/PhysX/PhysX_3.4/include/geometry/PxTriangleMesh.h"
#include "ThirdParty/PhysX/PxShared/include/foundation/PxSimpleTypes.h"
#include "PhysicsEngine/BodySetup.h"