Computer shuts off, screen sometimes goes black for second, but once it does that, its good?

[Dagnis]

Lately my computer has been acting up. It only happens when I game, and doesn't seem to care what I play. 

Within the first hour of gaming, my screen will go black for a second, and then come back. Does it typically twice, but then it's fine for hours of gaming after. 
Sometimes it will just shut off the computer completely, no blue screen. This all happens in the first hour or so, and then everything is fine. 
I've also had one game just crash on me (Guild wars 2) and it didn't do any crash report like it should. 

When I look at event logs for when my computer turned off randomly I see a Kernel-Power source report, ID 41. Could it be my PSU, GPU, or motherboard that is having power related issues? If so, how do I figure out which one it is without replacing them one by one?

[Marcelo Delicia]

Most likely is cause is a bad connection in the power supply. It could be either the psu power cord that goes in your wall or one of the ones that go into your motherboard or gpu. 
A pci-e cable could be at fault since it turns off your screen but that shouldn't turn off your computer.

I would just check all the cables and try swaping them out if they are modular.

[Dagnis]

2 hours ago, Marcelo Delicia said:

Most likely is cause is a bad connection in the power supply. It could be either the psu power cord that goes in your wall or one of the ones that go into your motherboard or gpu. 
A pci-e cable could be at fault since it turns off your screen but that shouldn't turn off your computer.

I would just check all the cables and try swaping them out if they are modular.

I'm thinking so too. Weird thing is, it only turns off the one screen I'm gaming on and not my other two