This paper proposes a novel control scheme for provision of frequency support among asynchronous AC areas through HVDC grids. It is based on local controllers, each acting on a voltage source converter, using local measurements only, and supporting frequency of the adjacent AC area after a significant disturbance. The new discrete control is combined with the existing DC voltage droop technique. The formulation, inspired of Receding Horizon Control, enables providing to the AC area the desired frequency support, while at the same time taking into account various constraints, such as maintaining the DC voltage between secure operating limits. Examples obtained from a test system with a five-terminal DC network connecting two asynchronous areas demonstrate the effectiveness and robustness of the proposed control scheme in various scenarios, with emphasis on component failures.