What can I do if my PS4 keeps stalling but won't turn off?

I'm currently playing "The Last of Us: Part II" on my PS4, but the picture keeps freezing or suddenly turns blue. Nothing happens when you try to turn it off, so often the only way to turn it off is to unplug it. I would actually like to avoid this, but there's no other way. Sometimes I can continue playing for a while after this, but other times the same problem occurs again after five minutes. Does anyone know why this is or what I can do there?

You could of course get an Xbox. You don't have such problems there.