Setting to only receive notifications from the device in use

Is there a setting somewhere so that I only receive notifications on the device I'm currently using? For instance, when I get a text message while I'm actively texting on my phone, I don't want to hear alerts from any of my other devices go off. Same goes for alerts like reminders while I'm actively using my computer. Seems redundant. Also, kind of annoying when all my devices chime within a split second of each other. Makes sense if I'm not using any device, but I can't imagine Apple never considered to put something in place for when a device is in use. I can't seem to find the setting for it. Thanks!