If the power cord plugs into the pellet stove with a 3 prong connector, then check to see if it is loose and not making contact.
If there is a fuse holder mounted on the back of the stove then check to see if that fuse is good.
Check the 5 amp mini glass fuse on back of the control panel circuit board. If the control panel is in a metal box you must remove the screws and remove it from the box.
If they all check good then it can be a bad control panel.
Always plug the stove into a good surge protector such as Tripp-Lite