It can be any issue with the hardware, most likely power or cooling.
Claim warranty with the maker and let them fix it.
A week ago i have bought this config:
1.ASUS ODD DVD writer DRW-24D5MT black SATA OEM
2.ADATA Memory DDR4 8GB 2400 Mhz UDIMM
3.ZALMAN Midi ATX Z1 without PSU
4.INTEL CPU S1151 Core i7-7700 3.6Ghz 6MB Cache BOX
5.CHIEFTEC PSU iARENA 600W, 20+4 OEM
6.TOSHIBA 3,5" HDD SATA-III 2TB 7200rpm 32MB Cache
7.ASUS Motherboard S1151 H110M-A/M.2 INTEL H110, mATX
8.MSI Graphic Card PCI-Ex16x nVIDIA GTX 1060 AERO ITX OC
While playing any game (WOW, AC:O, COD WW2, ME:Andromeda) my PC restarts, without any warning or blue screen. Could the problem be my PSU?

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