Study of MK-7162 in Combination With Pembrolizumab (MK-3475) in Adult Participants With Advanced Solid Tumors (MK-7162-002)

Inclusion Criteria: * Has a histologically- or cytologically-confirmed advanced/metastatic solid tumor by pathology report and have received, or been intolerant to, or been ineligible for all treatment known to confer clinical benefit. Participants with solid tumors of any type are eligible for enrollment. * Has stage III or stage IV disease that is not surgically resectable. * Has measurable disease by RECIST 1.1 criteria as assessed by the local site investigator/radiology. * Has 1 or more discrete malignant lesions that are amenable to ≥2 separate biopsies guided by one of the following modalities: visual inspection, ultrasound guidance, or cross sectional image guidance (computed tomography/magnetic resonance imaging \[CT/MRI\]). * Has an evaluable baseline tumor sample to submit for analysis. * Has a performance status of 0 or 1 on the Eastern Cooperative Oncology Group (ECOG) Performance Scale. * Demonstrates adequate organ function. * If male, must agree to use contraception and refrain from donating sperm during the treatment period and for ≥120 days after last dose of study treatment. * If female, is not pregnant or breastfeeding, and if a woman of childbearing potential (WOCCBP), agrees to use contraception during the treatment period and for ≥120 days after last dose of study treatment. Exclusion Criteria: * Has a history of a second malignancy, unless potentially curative treatment has been completed with no evidence of malignancy for 2 years. (Note: The time requirement does not apply to participants who underwent successful definitive resection of basal cell carcinoma of the skin, superficial bladder cancer, in situ cervical cancer, or other in-situ cancers.) * Has a known active central nervous system metastasis and/or carcinomatous meningitis. * Has had a severe hypersensitivity reaction to treatment with a monoclonal antibody/components of the study treatment(s). * Has an active autoimmune disease that has required systemic treatment in the past 2 years except vitiligo or resolved childhood asthma/atopy. * Has a history of vasculitis. * Has an active infection requiring systemic therapy. * Has symptomatic ascites or pleural effusion. * Has interstitial lung disease that has required oral or intravenous glucocorticoids to assist with management. * Has a history of (non-infectious) pneumonitis that required steroids or has current pneumonitis. * Has undergone prior allogeneic hematopoietic stem cell transplantation within the last 5 years. (Note: Participants who have had a stem cell transplant \>5 years ago are eligible as long as there are no symptoms of graft-versus-host disease \[GVHD\].) * Has a known history of human immunodeficiency virus (HIV) infection. * Has known active Hepatitis B or known active Hepatitis C virus infection. * Is pregnant or breastfeeding, or expecting to conceive or father children within the projected duration of the study. * Has not fully recovered from any effects of major surgery without significant detectable infection. * Has received prior systemic anti-cancer therapy including investigational agents or has used an investigational device within 28 days prior to the first dose of study treatment. (Notes: Participants must have recovered from all AEs due to previous therapies to ≤Grade 1 or baseline. Prior exposure to immunotherapeutics is allowed, including programmed cell death-1 (PD-1) and programmed cell death-ligand 1 (PD-L1) inhibitors, provided the participant did not experience ≥Grade 3 drug-related toxicity on monotherapy with a PD-1 or PD-L1 inhibitor. * Has been previously treated with an Indoleamine-2,3-dioxygenase-1 (IDO1) inhibitor (e.g., epacadostat, BMS-986205) * Has received prior radiotherapy within 2 weeks of start of study treatment. * Is receiving a monoamine oxidase inhibitor (MAOI) or any drug which has significant MAOI activity (e.g., meperidine, linezolid, methylene blue) within the 21 days before screening, or has a history of Serotonin Syndrome after receiving serotonergic drugs. * Is expected to require any non-protocol antineoplastic therapy while on study. * Has a diagnosis of immunodeficiency or is receiving chronic systemic steroid therapy in excess of replacement doses (the equivalent of prednisone ≤10 mg/day is acceptable), or on any other form of immunosuppressive medication. * Has received a live-virus vaccine within 30 days prior to first dose of study medication.