Chiar poti face asta prin doua metode:

1) manual:
Hold PS button
Go to adjust devices
Select turn off device
Pick dualshock 4.

2)automat:
To have it turn off automatically after not being used for a while:

choose the settings option from the menu on the top of the main screen (far right, next to the power symbol, toolbox icon)
scroll down and choose 'Power Save Settings'
choose 'Turn Off DUALSHOCK 4 Automatically'
select 10, 30, or 60 minutes as the idle time before the controller is turned off automatically (selecting off will return it to always-on)