The moment I asked, it already occurred to me that the question is a bit broad. I mean, of course we can influence what we perceive or dream (e.g. lucid dreaming, various mental concentration methods, etc.). What I was asking (or was that begging a question? :D) is whether you can intentionally direct the actual way in which dreams and perceptions arise. Not the subsequent content.

As for Kant -- the chair you perceive is not a chair, it is constructed as a chair in your mind from idea of chair (or pattern if you will) you have learned. So, even if there is an "objective outside" there is no chair "out there". Then again, no one ever saw anything else but a mind. Subsequently, the whole mental is physical is mental is physical is ... ad infinitum becomes an endless feedback loop (no matter if you start from physical or mental). The question to me is then who is the one who sees the mind. AFAICT, once that is answered, the whole problem of primacy of matter vs mind becomes moot.