We don't know yet.
According to Jonathan Nolan via Entertainment Weekly (src: Polygon.com)
“Their construction and their power source is something we’re really going to get into during season two, “ Nolan said. “So we’d like to keep that mysterious.”
Nolan added that they wanted to spend more time looking at how the hosts are made, because they’re far more biological than they are mechanical at this point, and examine what their main weakness is. Although they share many qualities with the people who created them, their brains are still quite different from human beings, making the process of killing them more difficult.
“On one hand, their cognition is controllable and malleable, but on a structural level they can’t be killed in the same way you and I can,” Nolan said. “There are advantages and disadvantages to being a host. Season two we’ll be exploring more the nuts and bolts of what they are — as the hosts themselves are trying to understand.”
Nolan also added in “West Word” on Sky that the power source would be covered in Season 3.