What does "burning the midnight oil" mean?

Ivansanger rainsfordgeneral zaroffwhitneyadventurous hunter; calm and composed; considers himself a realist; new yorker; veteran of world war ia hunter; sympathetic to the plight of voiceless, defenseless animals; cautiouscossack; mute; formidable physical stature; wears a black uniform; used to whip prisoners for the great white czarcossack; aristocrat; has sharp, pointed teeth and red lips; devoid of humanity and emotion