This paper presents a method to design a controller for a system of aggregated thermostatic loads (TCLs) that are represented by two coupled Partial Differential Equations - the Fokker-Planck Equations. The design goal is to ensure that the cumulative power consumption of the system tracks the desired power. The control algorithm presented in this paper is a Design-then-Approximate (DTA) method, which helps ensure that fundamental properties of the system such as stability, controllability, and observability are preserved during the controller design process, and not lost as a consequence of discretization.