The loop you described is really an endless loop. It has no condition with which it will terminate. This is usually done in video games, where the game runs a continuous loop until some condition breaks it and the game ends.
Is better to use this:
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while(true)
{
//....
if(Some_Condition) //the user selects "quit" on the menu screen
break;
}
Its better because its easier to read. But it accomplishes the same thing.