This thesis focuses on the advanced control methods for multi-terminal High Voltage Direct Current (HVDC) systems integrating offshore wind farms. Several key issues are investigated in this thesis, including controller design to improve the system dynamic performance, power loss reduction with controller optimization, system stability and dynamics assessment. A DC voltage backstepping control method is designed considering the cable dynamics and controller delay effects. DC cable and converter current loop dynamics are included in the voltage controller design. This control method is applied to a point-to-point and a 4-terminal HVDC system with a conjunction point. Simulation results show that the controller performance can be improved in terms of the disturbance rejection., The relation between Voltage Source Converter (VSC) control action and power losses in the multi-terminal HVDC systems is investigated. For a 4-terminal system, it is shown that the transmission loss can be reduced by properly setting the droop gain ratio between different terminals. For each converter, it is demonstrated by simulation that through a proper controller design, the power loss can be significantly reduced while controller performance can be maintained. A new droop setting design method is proposed. It is shown that due to the existence of droop control, DC voltage deviation will affect the power flow accuracy when the steady state is changed. The impact of DC voltage deviation on the power flow accuracy is studied to tackle this problem, and the DC voltage deviation can be kept unchanged, without affecting the steady state power flow. A droop gain selection procedure is proposed to satisfy the system stability requirement. A state feedback enhanced droop controller is proposed to improve the dynamic performance and stability requirement. With the proposed method, it is shown that the system stability can be guaranteed under both small and large droop gains.