This setup did not work for me on Jessie lite 2017-04-10. After a bit of poking around and connecting a monitor I found the following entries were missing from /etc/wpa_supplicant/wpa_supplicant.conf:
ctrl_interface=DIR=/var/run/wpa_supplicant GROUP=netdev
update_config=1
country=AU
network={
ssid="ssid"
psk="psw"
key_mgmt=WPA-PSK
}
I have not tested weather adding these to the boot:wpa_supplicant.conf will fix the issue
