diff --git a/dask_mpi/__init__.py b/dask_mpi/__init__.py
index 5701ae0..ad7560e 100644
--- a/dask_mpi/__init__.py
+++ b/dask_mpi/__init__.py
@@ -1,5 +1,5 @@
 from ._version import get_versions
-from .core import initialize
+from .core import initialize, send_close_signal
 
 __version__ = get_versions()["version"]
 del get_versions
diff --git a/dask_mpi/core.py b/dask_mpi/core.py
index 0688d07..22499dc 100644
--- a/dask_mpi/core.py
+++ b/dask_mpi/core.py
@@ -20,13 +20,21 @@ def initialize(
     protocol=None,
     worker_class="distributed.Worker",
     worker_options=None,
+    comm=None,
+    exit=True,
 ):
     """
     Initialize a Dask cluster using mpi4py
 
     Using mpi4py, MPI rank 0 launches the Scheduler, MPI rank 1 passes through to the
     client script, and all other MPI ranks launch workers.  All MPI ranks other than
-    MPI rank 1 block while their event loops run and exit once shut down.
+    MPI rank 1 block while their event loops run.
+
+    In normal operation these ranks exit once rank 1 ends. If exit=False is set they
+    instead return an bool indicating whether they are the client and should execute
+    more client code, or a worker/scheduler who should not.  In this case the user is
+    responsible for the client calling send_close_signal when work is complete, and
+    checking the returned value to choose further actions.
 
     Parameters
     ----------
@@ -51,10 +59,23 @@ def initialize(
         Class to use when creating workers
     worker_options : dict
         Options to pass to workers
+    comm: mpi4py.MPI.Intracomm
+        Optional MPI communicator to use instead of COMM_WORLD
+    exit: bool
+        Whether to call sys.exit on the workers and schedulers when the event
+        loop completes.
+
+    Returns
+    -------
+    is_client: bool
+        Only returned if exit=False. Inidcates whether this rank should continue
+        to run client code (True), or if it acts as a scheduler or worker (False).
     """
-    from mpi4py import MPI
+    if comm is None:
+        from mpi4py import MPI
+
+        comm = MPI.COMM_WORLD
 
-    comm = MPI.COMM_WORLD
     rank = comm.Get_rank()
     loop = IOLoop.current()
 
@@ -75,7 +96,10 @@ async def run_scheduler():
                 await scheduler.finished()
 
         asyncio.get_event_loop().run_until_complete(run_scheduler())
-        sys.exit()
+        if exit:
+            sys.exit()
+        else:
+            return False
 
     else:
         scheduler_address = comm.bcast(None, root=0)
@@ -83,7 +107,9 @@ async def run_scheduler():
         comm.Barrier()
 
     if rank == 1:
-        atexit.register(send_close_signal)
+        if exit:
+            atexit.register(send_close_signal)
+        return True
     else:
 
         async def run_worker():
@@ -106,10 +132,24 @@ async def run_worker():
                 await worker.finished()
 
         asyncio.get_event_loop().run_until_complete(run_worker())
-        sys.exit()
+        if exit:
+            sys.exit()
+        else:
+            return False
 
 
 def send_close_signal():
+    """
+    The client can call this function to explicitly stop
+    the event loop.
+
+    This is not needed in normal usage, where it is run
+    automatically when the client code exits python.
+
+    You only need to call this manually when using exit=False
+    in initialize.
+    """
+
     async def stop(dask_scheduler):
         await dask_scheduler.close()
         await gen.sleep(0.1)
diff --git a/dask_mpi/tests/core_no_exit.py b/dask_mpi/tests/core_no_exit.py
new file mode 100644
index 0000000..fde7baf
--- /dev/null
+++ b/dask_mpi/tests/core_no_exit.py
@@ -0,0 +1,25 @@
+from distributed import Client
+from mpi4py.MPI import COMM_WORLD as world
+
+from dask_mpi import initialize, send_close_signal
+
+# Split our MPI world into two pieces, one consisting just of
+# the old rank 3 process and the other with everything else
+new_comm_assignment = 1 if world.rank == 3 else 0
+comm = world.Split(new_comm_assignment)
+
+if world.rank != 3:
+    # run tests with rest of comm
+    is_client = initialize(comm=comm, exit=False)
+
+    if is_client:
+        with Client() as c:
+            c.submit(lambda x: x + 1, 10).result() == 11
+            c.submit(lambda x: x + 1, 20).result() == 21
+        send_close_signal()
+
+# check that our original comm is intact
+world.Barrier()
+x = 100 if world.rank == 0 else 200
+x = world.bcast(x)
+assert x == 100
diff --git a/dask_mpi/tests/test_no_exit.py b/dask_mpi/tests/test_no_exit.py
new file mode 100644
index 0000000..65c27d5
--- /dev/null
+++ b/dask_mpi/tests/test_no_exit.py
@@ -0,0 +1,20 @@
+from __future__ import absolute_import, division, print_function
+
+import os
+import subprocess
+import sys
+
+import pytest
+
+pytest.importorskip("mpi4py")
+
+
+def test_no_exit(mpirun):
+    script_file = os.path.join(
+        os.path.dirname(os.path.realpath(__file__)), "core_no_exit.py"
+    )
+
+    p = subprocess.Popen(mpirun + ["-np", "4", sys.executable, script_file])
+
+    p.communicate()
+    assert p.returncode == 0