A Study to Evaluate Safety/Tolerability of Immunotherapy Combinations in Participants With Triple-Negative Breast Cancer or Gynecologic Malignancies

Inclusion Criteria: * Female participants, 18 years or older * Measurable disease per radiographic evaluation * Performance status 0 or 1 * Available archival tissue sample (within 2 years) or a fresh tumor biopsy may be required * Adequate organ, cardiac, and bone marrow function * Dose escalation * Participants with breast cancer: * Locally advanced or metastatic triple negative breast cancer (ER-negative, PgR-negative, and HER2-negative according to ASCO/CAP guidelines) with disease progression * No available alternative or curative therapy * Participants may have received any number of prior therapies for advanced/recurrent and progressive disease * Participants with ovarian cancer: * Locally advanced or metastatic ovarian cancer with disease progression * No available alternative or curative therapy * Participants may have received any number of prior therapies for advanced/recurrent and progressive disease * Dose expansion * Participants with breast cancer: * Locally advanced or metastatic triple negative breast cancer (ER-negative, PgR-negative, and HER2-negative according to ASCO/CAP guidelines) * Disease progression after no more than 3 prior lines of therapy * Participants with ovarian cancer: * Locally advanced or metastatic ovarian cancer that is platinum-resistant * Disease progression after no more than 3 prior lines of therapy Exclusion Criteria: * Received a live, attenuated vaccine within 4 weeks prior to first study treatment * Prior anticancer treatment including approved agents, systemic radiotherapy, or investigational therapy within 4 weeks prior first study treatment * Cancer other than the disease under study within 2 years prior to study entry, except for some cancers with a low risk of spreading like non-melanoma skin cancers * Inability to swallow oral medications * Participant is breastfeeding, pregnant, or expects to become pregnant during the study * Active autoimmune disease or documented history of autoimmune disease within 2 years prior to first study treatment * History of peptic ulcer or stomach bleeding within 6 months prior to first study treatment * Use of drugs contraindicated by the protocol within 4 weeks prior to and during study treatment * Prior treatment with drugs that suppress the immune system within 2 weeks prior to first study treatment * Presence of metastases in the brain or cancer spreading into the cerebrospinal fluid - CSF (leptomeningeal disease) * HIV, Hepatitis B, and C test results negative prior to first study treatment * Major surgery within 4 weeks prior to first study treatment * Participants who have previously received maximum cumulative lifetime anthracycline dosage or baseline ejection fraction \<50% (on heart echography)