No engine as of yet.
http://me.ign.com/en/ps4/120632/news/kojima-testing-two-game-engines-for-death-stranding
There are currently two candidates, Kojima told Eurogamer. "We are getting to a very good point about how we are feeling about the visuals so we are very close to making a decision on the game engine," he said. "And once that is decided, we will be in full production."