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Did you disabled 'Turn off monitor' setting from the power options ? If not please refer http://www.tenforums.com/tutorials/2843-power-plan-settings-change-windows-10-a.html and change the Turn off Display option to Never. If your display going off after it, please let me know the manufacturer and model details of your monitor.
Okay, when the screen going off, what is the color of power indicator on the screen ? White, Orange or OFF ? If you power OFF the monitor and power it ON again, do you getting the display back on screen ?
I asked, what is the color of power indicator of the screen. White, Orange or the indicator is OFF ?
Is it happen only during the game play or is it happen whenever the computer is idle for a long time ?
Okay, which game is it ?
Are you sure you have updated Graphics driver ?
Anyway, it is not a computer problem or screen problem. That's why it is not going to power save mode while normal idle state. I think some graphics driver related issue is the cause because of some bugs related with Windows 10.