The old mechanical oven controllers used an expansion pellet and behaved somewhat like a proportional controller. Most simple systems can use an electronic control to approximate true proportional control by switching the valve (or electric element) on and off at different rates as the set temperature is approached. The home furnace mechanical thermostat uses an 'anticipator' that warms up the thermostat slightly so it shuts off the furnace before the room is up to temperature because there is a lag between furnace heat and room temperature. There is a whole field of system control engineering that measures system response and then programs an electronic controller to operate a system within certain parameters. A little internet searching and I'm sure you can find somebody has designed a homebuilt controller to do just about anything.