首先，停止网络读取线程的正确方法是关闭套接字。然后read/receive方法抛出一个异常并捕获它

private final DatagramSocket udpSocket;
private volatile boolean closed; // or AtomicBoolean
...

public synchronized void start() throws IOException {
    if (closed) {
        throw new IOException("Closed");
    }
    new Thread(new Runnable() {
        @Override
        public void run() {
            final byte[] buffer = new byte[1024];
            final DatagramPacket dp = new DatagramPacket(buffer, buffer.length);
            Throwable error = null;

            try {
                while(true) {            
                    udpSocket.receive(dp);
                    final String message = new String(buffer, 0, dp.getLength());
                    System.out.println(message);
                }
            } catch (Throwable t) {
                if (!closed) {
                    error = t;
                }
            }
            if (error != null) {
                // do some work for error
            }
        }
    }).start();
}

public void close() throws IOException {
    synchronized(this) {
        if (closed) return;
        closed = true;
    }
    udpSocket.close();
}

当您在ide中单击stop按钮时，通常会立即（异常地）/终止jvm进程。我建议您在console中运行您的进程，并使用ctrl+c停止该进程并添加一个shutdownhook：

public static void main(String[] args) {
    Runtime.getRuntime().addShutdownHook(
        new Thread(
            new Runnable() {
                @Override
                public void run() {
                    System.out.println("Shutdown");
                }
            }));            
}

或者在eclipse中运行它，但在windows上停止taskkill，在linux上从命令行界面停止kill，以正常关闭jvm进程。
详见http://www.oracle.com/technetwork/java/javase/signals-139944.htmlhttps：//docs.oracle.com/javase/7/docs/api/java/lang/runtime.html#addshutdownhook%28java.lang.thread%29