Power BI Report Server - Custom Authentication

I'm hoping to move over from SSRS to Power BI for nicer reports etc. However i'm really confused about authetication. Is there any way in Power BI Report Server (on prem) to support Power BI Reports embedded in a .NET site with customer user authetication written by us (me!)  Simple user name and password? 

Or is it limited to Windows Auth, Active directory authentication? We can't use Power BI in the cloud as the data needs to stay on premise. However we don't have an active directory policy in all on sections / buildings and can't rely on that to set people up. 

Any help much appreciated!!