Repeats execution of SQL statements inside a BEGIN and END block. The statement stop execute when condition is false or executed BREAK command. 

Syntax  

WHILE Boolean_expression
BEGIN
     sql_statements
     [ BREAK ]
     [ CONTINUE ]
END

BREAK 

Causes an exit from the innermost WHILE loop. Any statements that appear after the END keyword, marking the end of the loop, are executed. 

CONTINUE 

Causes the WHILE loop to restart, ignoring any statements after the CONTINUE keyword. 

Example  

declare @id int = 1000, @it int = 0
while @id > 0 and @it <> 500
begin
    set @id = @id-1
    set @it = @id
end

select @id as 'id', @it as 'it'