"Copious and reliable electrical power will be required on Mars, provided most likely by a nuclear fission plant(s) or solar, but is beyond the scope of this discussion."
https://en.wikipedia.org/wiki/Radioisotope_thermoelectric_ge...
There are suitcase-sized power plants that NASA have proposed, but I have no idea how feasible they are - or what the maintenance requirements are. I've not been able to find any actual papers on the subject, just the usual gushing science press. Safety seems to be OK, but these are incredibly complicated systems requiring liquid metal cooling (for a start).
One partial source might be the burning of biomass (e.g. potato leaves and, um, other things).
I don't think burning anything for energy is going to be an option. Oxygen isn't free.