Your temperature specs were formatted to oblivion, but it seems you want to heat something as apposed to cool it.
There is no need for a "semiconductor". Resistors are excellent and efficient converters of electric power to heat power. You can also know just from looking at the voltage or current (and knowing the resistance) how much heat it is producing.
Again, we can't tell what temperatures you want to achieve, but a thermistor might be good. These are resistors with the resistance being a function of temperature. If you want one to be at a particular temperature, you measure the voltage and current accross it to determine the resistance, then vary the voltage (or current) it is being driven with to increase or decrease its temperature as appropriate. This will, of course, require some additional parts for temperature control. A microcontroller would be great for that since it can do the resistance calculation, which requires division.
If you want to actively regulate temperature, you are going to need more than a power supply and a single device. The closest I can think of is a bi-metallic element actuating a switch. This opens the switch when the element gets to a certain temperature, and closes it again when it cools. These will have some mechanical hysteresis, so the temperature will bounce between the two hysteresis limits. Technically, this is two parts, the bi-metallic element and a switch, but you can find these integrated into a single package. This is how automobile and christmas tree light flashers used to work. Old automobile voltage regulators also worked on this principle.