Find the wifi interface name

$ ip link
1: lo: <LOOPBACK,UP,LOWER_UP> mtu 65536 qdisc noqueue state UNKNOWN mode DEFAULT group default qlen 1
    link/loopback 00:00:00:00:00:00 brd 00:00:00:00:00:00
2: eth0: <BROADCAST,MULTICAST,UP,LOWER_UP> mtu 1500 qdisc pfifo_fast state UP mode DEFAULT group default qlen 1000
    link/ether XX:XX:XX:XX:XX:XX brd ff:ff:ff:ff:ff:ff
3: wlxxxxxxxxxxxxx: <BROADCAST,MULTICAST> mtu 1500 qdisc mq state DOWN mode DEFAULT group default qlen 1000
    link/ether xx:xx:xx:xx:xx:xx brd ff:ff:ff:ff:ff:ff

Bring the wifi interface up

$ sudo ifconfig wlxxxxxxxxxxxxx up

Scan for wifi networks

$ sudo iwlist wlxxxxxxxxxxxxx scan

Edit /etc/wpa_supplicant/wpa_supplicant.conf

country=SE
ctrl_interface=DIR=/var/run/wpa_supplicant GROUP=netdev update_config=1 
network={ 
        ssid="abcd" 
        psk="1234567890" 
        proto=RSN 
        key_mgmt=WPA-PSK 
        pairwise=CCMP 
        auth_alg=OPEN 
}

Do NOT modify /etc/network/interfaces

# interfaces(5) file used by ifup(8) and ifdown(8)

# Please note that this file is written to be used with dhcpcd
# For static IP, consult /etc/dhcpcd.conf and 'man dhcpcd.conf'

# Include files from /etc/network/interfaces.d:
source-directory /etc/network/interfaces.d

auto lo
iface lo inet loopback

iface eth0 inet manual

allow-hotplug wlan0
iface wlan0 inet manual
    wpa-conf /etc/wpa_supplicant/wpa_supplicant.conf

allow-hotplug wlan1
iface wlan1 inet manual
    wpa-conf /etc/wpa_supplicant/wpa_supplicant.conf

Edit /etc/wpa_supplicant/wpa_supplicant.conf

country=SE
ctrl_interface=DIR=/var/run/wpa_supplicant GROUP=netdev
update_config=1
network={
        ssid="abcd"
        psk="1234567890"
        proto=RSN
        key_mgmt=WPA-PSK
        pairwise=CCMP
        auth_alg=OPEN
}

Get power save mode of wifi device

sudo iw dev wlan0 get power_save

Set power save mode off

sudo iw dev wlan0 set power_save off

Tribute to Malcolm Maclean https://leanpub.com/jerpi/read#leanpub-auto-for-jessie-edit-the-dhcpcdconf-file and Norman Dunbar http://qdosmsq.dunbar-it.co.uk/blog/2016/03/does-your-raspberry-pi-3-lose-wifi-connections-after-a-while/