  Let $\mu_1,... \mu_k$ be $d$-dimensional probability measures in $\R^d$ with
mean 0. At each step we choose one of the measures based on the history of the
process and take a step according to that measure. We give conditions for
transience of such processes and also construct examples of recurrent processes
of this type. In particular, in dimension 3 we give the complete picture: every
walk generated by two measures is transient and there exists a recurrent walk
generated by three measures.
