You have to configure the database connection pooling settings (as described in the documentation linnk in Achiel's answer) using the Mendix Service Console. You have to add the setting on the Common Configuration tab in the section "Custom Mendix Settings". You have to re-start the application to apply the settings.
An easy way to test if the settings are applied is setting the ConnectionPoolingMaxActive setting to 1, this will result in errors in the log stating that no connection can be made.
P.s. We updated the documentation to make it more clear that you have to add these settings in the "Custom Mendix Settings".