The present invention relates to control of a wind turbine system comprising a plurality of wind turbine modules mounted to a common support structure, i.e. to control of a multi-rotor wind turbine system. The invention discloses a control system for a multi-rotor wind turbine system which comprises local controllers operable to control the wind turbine modules in accordance with local control objectives and a central controller configured to monitor the operation of the wind turbine system and based thereon calculate the local control objectives. The central controller is implemented as a model predictive controller (MPC).