I had this as well. I had to turn the knob as far clockwise as it would go to finally make it turn off, it took all my strength! Even if I only turn it anti-clockwise a little tiny fraction so it doesn't get too hot, it's still on all the time and makes my room stupidly hot. So it's either off completely, or on all the time.
I am sitting here with the window wide open right now, and no clothes on lol. (The curtains are closed though. )
Prior to this, the radiators would not come on at all. There's a problem with the heat regulation to the whole building, and the maintenance folks already know about it.
In the case of yours, you should tell them, if you really can't turn it off. It's wasting energy.
Find out how.