“…Approximating a discrete probability distribution (DPD), which consists of scenarios and probabilities, is a significant task for relieving the burden of solving stochastic programs of wind power generation. Owing to the simplicity of the calculation involved, DPDs have been widely used in many stochastic programs of wind power systems, such as unit commitment [1–5], economic dispatch [6, 7], probabilistic power flow [8, 9], network planning [10, 11], storage capacity planning [12, 13], and wind power forecast [14–18]. However, despite the widespread applications of DPDs, accurate approximation of a DPD with a few scenarios remains a challenge.…”