- Prior treatment with ipilimumab or other anti-cytotoxic T-Lymphocyte Antigen 4 (CTLA-4) agent or any anti-programmed cell death (PD-1 or PD-L2) agent - Chemotherapy, radioactive, or biological cancer therapy within four weeks prior to the first dose of study drug, or not recovered from adverse events caused by cancer therapeutics administered more than four weeks earlier - Currently participating or has participated in a study of an investigational agent or using an investigational device within 30 days of the first dose of study drug - Expected to require any other form of systemic or localized antineoplastic therapy while on study - On any systemic steroid therapy within one week before the planned date for first dose of randomized treatment or on any other form of immunosuppressive medication - History of a malignancy (other than the disease under treatment in the study) within 5 years prior to first study drug administration, excluding adequately treated Stage 1 or Stage 2 basal/squamous cell carcinoma of the skin, carcinoma in situ of the cervix or breast, or other in situ cancers. - Known active central nervous system (CNS) metastases and/or carcinomatous meningitis; participants with previously treated brain metastases are eligible - Severe hypersensitivity reaction to treatment with another monoclonal antibody - Active autoimmune disease or a documented history of autoimmune disease or syndrome that requires systemic steroids or immunosuppressive agents - Active infection requiring systemic therapy - Known history of Human Immunodeficiency Virus (HIV) - Known history of or positive for Hepatitis B or C - Known psychiatric or substance abuse disorder - Regular user (including recreational use) of illicit drugs or had a recent history (within the last year) of substance abuse (including alcohol) - Pregnant or breastfeeding, or expecting to conceive, or father children within the projected duration of the study - Received a live vaccine within 30 days prior to first dose of study drug.