Control theory is a well established discipline that has emerged from aeronautical, electrical, and mechanical engineering to provide a formal approach to building robust systems. While similar robustness concerns exist in database management systems, control theory is rarely used due to the lack of canonical control models and a dearth of control theory expertise among database researchers. We discuss our experience with using control theory to build self managing databases, showing experimental results, discussing pitfalls and limitations, and contrasting formal models against with feedback loops. While our experience indicates that control theory is a good paradigm for database self management, control theory should be used judiciously since its techniques are not suited to all problems in database administration.