Monitor cannot wake up from sleep but PC can

I just built a new system with Asus H370-F mobo, Gigabyte GTX1060 display, an old Dell monitor connected with DVI and newly installed windows 10. All mobo drivers are from Asus and the display driver is from Nvidia, all the latest. Power setting of all hardware and windows are default, except hibernation is disabled. The problem is after the system goes to sleep due to inactivity or explicitly click Sleep, moving the mouse or a key stroke will wake up the system (DVD drive blinking, HDD turning, power LED long on), but not the monitor. The only method to get the screen back is to press reset button. After this, it starts as if it is a reboot: i.e. POST screen (where I can enter BIOS), then windows loading screen, then logon screen. But then after logon, instead of a fresh windows logon session (as I can expected from a reboot), it resume the session before it sleep, i.e. all software that was running reappear. Hope somebody can tell me what is wrong.

may be you could check your monitor settings. my office also use dell monitor and it would turn off instead enter sleep mode when the pc turn sleep. we used to press power button on the monitor to turn it on. after sometimes someone cintact our it support and fix this. he said the power saving setting in the monitor did this problem.

there is no power saving setting in the monitor. Besides, the same monitor when used in an older PC does not have this problem, sleep and wake as expected.