Two approches.
1) Use a temperature sensor, like a LM95071. Read that with a microcontroller. Set the upper and lower switch points in code. Connect to the lload with a relay.
2) Measure the temperature as an analog voltage. That can be from a thermistor or an analog temperature sensor. Use two comparators to compare the voltage with two different set points. Connect the outputs of the comparators with diodes so that either can turn off the output. Again, a relay is needed.