The plastic sheets can help a lot if the key culprit is a drafty window.

There's another option, but since you rent it's probably off the table though you could ask the landlord.

We have a bedroom that has two exterior walls and is part of a zone where the thermostat is in another bedroom which only has one exterior wall so the former would get really cold before the thermostat called for heat in the other room. We upgraded to an EcoBee thermostat because they have battery powered remote temperature sensors that connects to it. We put one of those in the cold bedroom and the temperature in that room now drives when the heat cycles on and off so it's fine in both rooms.