your raspberry pi or arduino would be better suited if replacing the thermostat but would require writing a complex control program to handle it. ( either in c++, java, python, or ruby language)
as your zones would be relays activated by your processor (these relays controlling the thermostat voltage)
if they were connected parallel they would often override each other
your heat source (boiler, etc.) would need to function on multiple heat calls, zone control on the other hand can be handled many ways.
for instance my own heating system is a hybrid forced air furnace.
instead of a single blower it has 4, each zone has its own thermostat and blower(all controlled by a micro plc).
programs written to the effect that i can isolate any zone from running with either the zone isolation switches or uploading the proper program.
steam radiators zone controlling using a solenoid type valve at the radiator or its supply pipe can be controlled by plc, relay operated by arduino or raspberry pi easily.
these can be selectively operated remotely with your cell phone