Thermostatic radiator valves (TRVs) sense the air temperature and limit the flow in radiators as temperatures rise.
TRVs are a great way to keep your room the temperature you want it, especially if it gets a lot of sunlight or has a large radiator. Then you can heat the rest of your house as normal.
The downside to TRVs is that they require your boiler to be constantly on so they can draw heat as and when they need it. This is not particularly energy efficient and could cost you in heating bills.