Tomaz Kastrun describes using Resource Governor with Microsoft R Services:
Setting external resource pool for execution of R commands using sp_execute_external_script has proven extremely useful, especially in cases where you have other workers present, when you don’t want to overdo on data analysis and get to much resources from others (especially when running data analysis in production environment) or when you know that your data analysis will require maximum CPU and memory for a specific period. In such cases using and definingexternal resource pool is not only useful but highly recommended.
Resource governor is a feature that enables you to manage SQL Server workload and system resource consumption their limits. Limits can be configures for any workload in terms of CPU, Memory and I/O consumption. Where you have many different workloads on the same SQL Server, resource Governor helps allocate requested resources.
If you’re concerned about R soaking up all of your server’s memory, Resource Governor is a great way of limiting that risk.