What settings have you tried exactly?
The setting for dimming should be the one in Settings ➜ Displays ➜Automatically Adjust Brightness. Turn that off, so it's not dimming the display if ambient light changes.
It will still dim the display after a period of inactivity, ie no mouse movement, no keyboard presses and no action happening on the screen like a video or movie playing, and if it continues with no activity it will eventually turn off the display.
You can control the time it waits before it turns off the display entirely in Settings ➜ Lock Screen ➜ Turn Off Display when inactive.