On my laptop I can adjust the brightness just fine, however I am unable to (or at least unable to find the way to) adjust the brightness on my 2nd display. When I have my dual display connected and I adjust the brightness, it only changes on my laptop's screen.
I have f.lux installed and this is working on both displays.
I'm running on a Asus VivoBook S400CA-UH51 with an Intel HD Graphics 4000 graphics card.