What kind of room is it? Rats have about a 3-4 foot vertical jump so any attempt at an enclosure must be higher than that if the space can't be ratproofed.
Working on recall is necessary in a space which can't be completely closed off. Use small treats (corn, peas, cheerios) and call their name then use the treat as a reward. If they wander too far, call back, reward. Rats are brilliant and will learn fast. However, they are also curious and may want to explore. If they fall asleep somewhere cozy, they may not come when you call.
You can also try using a couch as play space so you will notice if someone wanders off. Or the bathroom, just be sure to clean the floor and let it completely dry and the scent (vinegar is safest) to dissipate thoroughly.
If it comes down to it, you could also try a large critter ball, like the size for ferrets, to get exercise out of the cage.