If you open your currently running apps (by holding the home button or pressing the three bar list button next to your home button depending on your phone), you should be able to shut it off from there by clicking an x or by swiping it to the side. However, if that doesn't work, then you can go to all apps, press and hold on the Pandora icon, click App Info, and press Force Stop. That will close the application. You should also be able to see the settings/preferences/permissions for Pandora on this screen, and under one of the options you should be able to prevent the application from running in the background.
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