The use of wearable devices or "wearables" in the physical activity domain has been increasing in the last years. These devices are used as training tools providing the user with detailed information about individual physiological responses and feedback to the physical training process. Advantages in sensor technology, miniaturization, energy consumption and processing power increased the usability of these wearables. Furthermore, available sensor technologies must be reliable, valid, and usable. Considering the variety of the existing sensors not all of them are suitable to be integrated in wearables. The application and development of wearables has to consider the characteristics of the physical training process to improve the effectiveness and efficiency as training tools. During physical training, it is essential to elicit individual optimal strain to evoke the desired adjustments to training. One important goal is to neither overstrain nor under challenge the user. Many wearables use heart rate as indicator for this individual strain. However, due to a variety of internal and external influencing factors, heart rate kinetics are highly variable making it difficult to control the stress eliciting individually optimal strain. For optimal training control it is essential to model and predict individual responses and adapt the external stress if necessary. Basis for this modeling is the valid and reliable recording of these individual responses. Depending on the heart rate kinetics and the obtained physiological data, different models and techniques are available that can be used for strain or training control. Aim of this review is to give an overview of measurement, prediction, and control of individual heart rate responses. Therefore, available sensor technologies measuring the individual heart rate responses are analyzed and approaches to model and predict these individual responses discussed. Additionally, the feasibility for wearables is analyzed.