In 5G networks, self-organizing network (SON) is envisioned to reduce the network operating complexity and costs by providing SON functions, especially in ultra- dense small cell networks. However, diverse SON functions have different time scales and inconsistent targets, which leads to the operation conflicts and network performance degradation. In this paper, we devise a multiple time-scale coordination management scheme (MTCS) to guarantee efficient and stable network operations for densely deployed SONs, where different SON functions have their own specific time scales. Specifically, we propose a novel analysis model , named M time-scale Markov decision process (MMDP), where SON decisions made in each time-scale considers the impacts of SON decisions in other M-1 time scales on the network. Then the proposed scheme with two functions of mobility load balancing (MLB) and energy saving management (ESM) is evaluated in terms of the designed network utility. Simulation results demonstrate that the proposed SON function coordination scheme significantly improves the network utility, while guaranteeing the stability of cooperative operations in wireless networks.