In my experience, the best (or easiest) way to handle that under Linux is to make the underlaying socket non-blocking and then use select to wait for input.

Before the select, place a signal handler that would set a flag variable, and after the select, check if that variable has been set. To work around race-conditions, set a timeout in the select call:

# untested:

my $stop = 0;
$SIG{INT} = sub { $stop = 1 };
while (1) {
  my $fileno = fileno($linux_notify2->socket);
  my $v = '';  
  vec ($v, $fileno, 1) = 1;
  select($v, undef, undef, 0.1);
  last if $stop;
  if (vec($v, $fileno, 1)) {
    $linux_notify2->poll;
    ...
  }
}
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Another option, is to use one of the event frameworks available as POE or AnyEvent (though, mixing them with threads can be problematic at least).