socket = new DatagramSocket(port);

while (isListen) {
    byte[] data = new byte[1024];
    DatagramPacket packet = new DatagramPacket(data, 0, data.length);
    socket.receive(packet);
}

while (isListen) {
    byte[] data = new byte[1024];
    DatagramPacket packet = new DatagramPacket(data, 0, data.length);
    try {
        socket.receive(packet);
    } catch(IOException e) {
        continue;
    }
}

void stopListening() { // Call me from some other thread
    isListen = false;
    socket.close();
}

socket = new DatagramSocket(port);
socket.setSoTimeout(TIMEOUT_IN_MILLIS)

while (isListen) {
    byte[] data = new byte[1024];
    DatagramPacket packet = new DatagramPacket(data, 0, data.length);

    while (true) {
        try {
            socket.receive(packet);
            break;
        } catch (SocketTimeoutException e) {
            if (!isListen) {} // implement your business logic here
        }
    }
    // handle the packet received
}