There are many features in common between UDK/Unreal3 andUE4 ... features that were carried-over or replicated. There are some incremental improvements, as well as wholesale replacement of features.
So i thought i would give my top three things that seasoned UDK users might get thrown off by.
The First and perhaps most noticeable change is Scale. unreal and UDK operate on in UU or Unreal Units;
UDK- 1UU = 2cm
UE4-1UU is now equal to 1cm.
This allows maps/levels to be sized more accurately sized, and helps eliminate confusion with modelers when setting the size of props; The gotcha here is that the maximum size of the world is cut down, in UDK it is 10.48km x 10.48km; In UE4 it is 5.24km x 5.24km.
Item two, Assets have been totally revised in UE4; In UDK a collection assets were stored in a package; these packages got large quickly and made for a challenge to Source control. Now in Unreal Engine 4, all assets, regardless of kind(e.g. Texture, material, static mesh, Etc...) are store individually as .uasset files.
Maps in UDK are .udk files and in UE4 they are .umap files.
The Third change i would like to talk about is the importing static meshes and annimations. the actorx, .PSK and .PSA importing process is now defunct, and FBX files are the standard(and only way) to import meshes, animations and skeletons.
Bonus change; The UCX_MESHNAME collision mesh importing functions as it did in UDK with one change, it now allows for multiple collisions meshes per mesh using UCX_MESHNAME_xx, where xx is the number of the collision mesh (e.g. 00, 01, 02)
Now, there are far more things to know, when transitioning from UDK/Unreal3 to Unreal Enginge 4... far to many to list here; however you can find an extensive list on the unreal wiki here
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