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For example, we have two epics, 'User Management' and 'SSO API', which are broken down appropriately. A user story for lost password functionality is created, but the story is relevant to both epics.
Can this single user story about passwords be associated with multiple epics?
You cannot have an SSO API without underlying user management, that's a dependency, you need to do user management first.
Your story belongs to user management and should be done in that epic.
Implementing the API so it supports the functionality may be another story alltogether in the SSO epic.
So no a user story should not be associated with more than one epic.
The connection between an epic and user stories is one-to-many, therefore one user story can belong to only one epic. You can have the user story in the first epic and make the second epic dependent on this user story - it cannot be continued or finished until the user story in question is finished.
This dependency-based planning is a common feature of project management in general, and isn't limited just to agile methodologies. However, it seems very applicable to the agile planning issue you have outlined.
An epic can have a dependency on another epic or story, so in reality your dependency diagram might look more like this:
+------------------+
| |
| Common Story |
| |
+--+------------+--+
^ ^
| |
+------------+-----+ +--+---------------+
| | | |
| Epic 1 | | Epic 2 |
| | | |
+------------------+ +------------------+
So, rather than trying to put the same story in more than one place, or trying to decompose your epics in a way that feels artificial, you can simply make the common story or epic a prerequisite.
