The problem of secret-key based authentication under a privacy constraint on the source sequence is considered. The identifier measurements during authentication are assumed to be controllable via a cost-constrained "action" sequence. Single-letter characterizations of the optimal trade-off among the secret-key rate, storage rate, privacy-leakage rate, and action cost are given for the four problems where noisy or noiseless measurements of the source are enrolled to generate or embed secret keys. The results are relevant for several user-authentication scenarios, including physical and biometric authentications with multiple measurements. Our results include, as special cases, new results for secret-key generation and embedding with action-dependent side information without any privacy constraint on the enrolled source sequence.