Let's say i'm using App Dynamic via Saas to monitor 3 application.
Is there a way for me to control which user have access to which application?
Yes, you can define custom roles in Setup -> Administration and limit the roles to certain applications. For more information on configuring custom roles, please refer to this particular section of our documentation:
http://docs.appdynamics.com/display/PRO13S/Configure+Custom+Roles