Study of Pembrolizumab With or Without CC-486 in Patients With Platinum-resistant Ovarian Cancer

Inclusion Criteria: * Signed and dated informed consent document obtained prior to initiation of any study-specific procedure and treatment (by the subject or a legally acceptable representative as per the local regulations). * Women ≥ 18 years old * Histologically confirmed Epitheilial Ovarian Cancer (EOC), Fallopian Tube Cancer (FTC) or Primary Peritoneal Cancer (PPC). * Received debulking surgery and preoperative and/or postoperative platinum-based frontline chemotherapy (intravenous and/or intraperitoneal) for the treatment of EOC/FTC/PPC. * Documented platinum-resistant or platinum-refractory disease. Platinum-resistant disease is defined as progression within \< 6 months from completion of a minimum of 4 platinum frontline therapy cycles in the pre or postoperative setting (the date should be calculated from the last administered dose of platinum agent). Platinum-refractory is defined as disease that has recurred/progressed while receiving platinum-based frontline therapy. * Measurable disease according to Immune-Related Response Evaluation Criteria In Solid Tumors (irRECIST) * Indication of systemic treatment for the relapsed EOC, FTC or PPC. * Subjects must have a tumor lesion that is amenable to an image-guided core biopsy and willingness to undergo two biopsies (baseline and 6 weeks after first dose of study treatment). * Eastern Cooperative Oncology Group (ECOG) Performance status (PS) 0 or 1. * Expected survival of more than 6 months. * Adequate organ function within 7 days prior to enrollment, as defined by the following criteria: * Absolute neutrophils count (ANC) ≥ 1.5 x 10E9/L, platelets ≥ 100 x 10E9/L, hemoglobin \> 9 g/dL (without transfusion or erythropoiesis stimulating agents' dependency). * Serum creatinine ≤ 1.5 x upper limit of normal (ULN). * Total serum bilirubin ≤ 1.5 x ULN regardless of liver involvement secondary to tumor. Higher levels are acceptable if these can be attributed to active hemolysis or ineffective erythropoiesis. * Serum aspartate transaminase (AST) and serum alanine transaminase (ALT) \< 2.0 x ULN or ≤ 5 X ULN for subjects with liver metastases. * International Normalized Ratio (INR) or Prothrombin Time (PT) ≤ 1.5 X ULN unless subject is receiving anticoagulant therapy as long as PT or PTT is within therapeutic range of intended use of anticoagulants * Partial Thromboplastin Time (PTT) or Activated Partial Thromboplastin Time (aPTT) ≤ 40 seconds unless subject is receiving anticoagulant therapy as long as PT or PTT is within therapeutic range of intended use of anticoagulants. * For women of childbearing potential, negative serum pregnancy test within 7 days of enrollment * Women of childbearing potential must agree to use acceptable methods of birth control starting with the screening visit and up to 120 days after the last dose of study treatment. Recommendation is for 2 effective contraceptive methods during the study. Adequate forms of contraception are double-barrier methods (condoms with spermicidal jelly or foam and diaphragm with spermicidal jelly or foam), oral depo provera, or injectable contraceptives, intrauterine devices, and tubal ligation. * Willingness and ability to comply with scheduled visits, treatment plan, laboratory tests, and other trial procedures. Exclusion Criteria: * Non-epithelial ovarian cancers, including malignant mixed Müllerian tumors. * Ovarian tumors with low malignant potential (i.e. borderline tumors). * Relapse/progression based solely on elevation of CA-125, in absence of measurable disease, according to irRECIST criteria. * More than 2 prior treatment regimens for the platinum-resistant/refractory relapsed EOC, FTC, or PTC, defined as investigational, chemotherapy, hormonal, biologic, or targeted therapy. * Any concurrent or previous malignancy within 5 years prior to enrollment except for adequately and radically treated basal or squamous skin cancer, or carcinoma in situ of the cervix, or other non-invasive/in-situ neoplasm. A subject with previous history of invasive malignancy (other than adequately and radically treated basal or squamous skin cancer or carcinomas in situ) is eligible provided that she has been disease free for more than 5 years. * Brain metastases (even if treated and/or stable), spinal cord compression, carcinomatous meningitis, or leptomeningeal disease. * Prior systemic anticancer therapy within 4 weeks prior to enrollment or who has not recovered (i.e. ≤ Grade 1 or baseline grade) from adverse events due to a previously administered agent * Prior treatment with a monoclonal antibody within 4 weeks prior to enrollment or who has not recovered (i.e. ≤ Grade 1 or baseline grade) from adverse events due to agents administered more than 4 weeks earlier. * Diagnosis of immunosuppression or receiving systemic steroid therapy or any other form of immunosuppressive therapy within 7 days prior to enrollment . The use of physiologic doses of corticosteroids may be approved after consultation with the sponsor. * Active autoimmune disease or history of autoimmune disease or syndrome that has required systemic treatment in the past 2 years (i.e. with use of disease modifying agents, corticosteroids or immunosuppressive drugs). Replacement therapy (e.g. thyroxine, insulin, or physiologic corticosteroid replacement therapy for adrenal or pituitary insufficiency, etc.) is not considered a form of systemic treatment. Subjects with vitiligo or resolved childhood asthma/atopy will not be excluded. * Received live vaccines within 30 days prior to enrollment * Current or prior history of myelodysplastic syndrome, leukemia or clinically significant (as per Investigator judgment) bone marrow failure. * Uncontrolled systemic fungal, bacterial or viral infection at time of enrollment (defined as ongoing signs/symptoms related the infection without improvement despite appropriate antibiotics, antiviral therapy and/or other treatment). * Known history of active TB (Bacillus Tuberculosis). * Known HIV infection or known history of Hepatitis B or known positivity for active Hepatitis B (HBsAg reactive) or Hepatitis C (HCV RNA \[qualitative\] is detected). * Known history of non-infectious pneumonitis that required steroids or has current pneumonitis (infectious or non-infectious). * Significant active cardiac disease within 6 months prior to enrollment, including but not limited to New York Heart Association class 4 cardiac heart failure, unstable angina, myocardial infarction * History or current evidence of any condition, therapy, or laboratory abnormality that might confound the results of the trial, interfere with the subject's participation for the full duration of the trial, or is not in the best interest of the subject to participate, in the opinion of the treating Investigator. Is or has an immediate family member (e.g. spouse, parent/legal guardian, sibling or child) who is investigational site or sponsor staff directly involved with this trial, unless prospective Institutional Review Board (IRB) approval (by chair or designee) is given allowing exception to this criterion for a specific subject. * Any contraindication to oral agents or significant nausea and vomiting, malabsorption, or significant small bowel resection that, in the opinion of the Investigator, would preclude adequate absorption. * Known psychiatric or substance abuse disorders that would interfere with cooperation with the requirements of the trial. * Prior treatment with any anti-Programmed Death (PD)-1, or PD-L1 or PD-L2 agent; or with azacitidine (any formulation) or any other hypomethylating agent; or with anti-cytoplasmic (CD) 137, or anti-cytotoxic T-Lymphocyte Associated Protein (CTLA)-4 antibody (including ipilimumab) or any other antibody or drug specifically targeting T-cell co-stimulation or checkpoint pathways. * Known or suspected hypersensitivity to azacitidine, pembrolizumab or the excipients of any of the study drugs (including mannitol). Known or suspected hypersensitivity to monoclonal antibodies. * Currently participating and receiving study therapy or has participated in a study of an investigational agent and received study therapy or used an investigation device within 4 weeks prior to enrollment . * Pregnant or lactating women or is expecting to conceive children or breastfeed within the projected duration of the trial, starting with the screening visit through 120 days after the last dose of trial treatment.