The answer to the puzzle is actually quite simple.If we feel that the only property linking the lamp and the switch is the light associated with the switch position then no solution is possible.
However,there is more than one property associated with the lamp and the switch-heat accompanying the light.Supposing we switch one on for a considerable amount of time and then switch on one more switch just before going to the study,the lamp not on and the switch not operated correspond to each other and the lamp which is extremely warm to the switch first switched on .The left over switch and the lamp are easily paired
Quite easy!Is'nt it? The trick lies in realising the need for looking for two links between switch and the lamp and you have then solved the problem as without two properties to link the two objects, solution with a single visit to the study is impossible
ALTERNATE:1Though the question implies that you are expected to find the answer all by yourself, it does not specifically debar from taking assistance.
Let us assume that you have an assistant with you.You mark the switches as 1,2and 3 and ask your assistant to switch them on one by one once you reach the study.You can easily correlate the switches with the lamps.
ALTERNATIVE:2This answer is valid in case the wiring is external.In that case,you simply trace the wiring with different markers starting with the switches to the lamps and with one walk to the study you have identified them all.