The battle of window vs. heater

So I have lived in this apartment for three winters now and every year it is always the same thing.  The weather gets cold, my heater comes on FULL BLAST and I have no control over it.  My only way to not turn my apartment into a sweat lodge (although, perhaps with my new found love for hot yoga, I should reconsider this) is to open the window.  The problem is, if the window is open too little, said sweat lodge commences, too much, and we get the meat locker effect.  I've gotten pretty good at the balance, but it is an ongoing battle.  And don't even get me started on the wicked hot pole running through my bathroom...