Java program termination in Windows vs Linux console (Ctrl-C not working under windows)

I wrote simple console Java program. It uses ExecutorService and it runs few threads.

I'm using it under Windows and Linux.

I can terminate it with CTRL+C under Linux, but it doesn't work under Windows.

Can I "fix" this somehow in my program? (without changes in OS configuration or Java Runtime configuration).

I'm using JDK 1.8 / JRE 1.8.