This paper is concerned with large scale, interconnected, AC/DC transmission network of a power system. As the system grid becomes larger and power demand becomes higher, low frequency oscillation has become the primary concern of power system stability. High voltage direct current (HVDC) modulation control is a traditional means of damping the low frequency swing. However, for multi-infeed system, the interactions and correlations among multiple HVDC links have made the stabilizing controller design more challenging. The current approach to controller design, which only takes into consideration of a single transmission link, is not sufficient to cope with the complex network topology, and the stringent stabilization requirement of a system operating close to its limit. In this paper, a coordinated control framework using an approximate dynamic programming (ADP) technique is proposed based on wide-area measurement system (WAMS). Since real-time system responses are available through WAMS, the parameters of different controllers can be adjusted online to optimize one common objective function that reflects the system stability as a whole instead of just one single transmission link. The paper will include a design procedure on how ADP can be applied. The performance of this coordinated control approach using the proposed ADP is validated in a real system, namely the China Southern Grid.