Inclusion criteria:

          -  Has confirmed diagnosis of relapse or refractory Multiple Myeloma (enrollment
             completed), Primary mediastinal Large B cell Lymphoma, non-Hodgkin lymphoma (NHL),
             Follicular Lymphoma, Diffuse Large B cell lymphoma (enrollment discontinued), Hodgkin
             lymphoma or Myelodysplastic syndrome (enrollment completed).

          -  Has measurable disease

          -  Has a performance status of 0 or 1 on the Eastern Cooperative Oncology Group (ECOG)
             Performance Scale

          -  Demonstrates adequate organ function

          -  Prior therapy criteria must be met

          -  Female participants of childbearing potential and male participants must agree to use
             an adequate method of contraception starting with the first dose of study therapy
             through 120 days after the last dose of study therapy

          -  Female participants of childbearing potential should have a negative urine or serum
             pregnancy test within 72 hours prior to receiving the first dose of study therapy

        Exclusion Criteria:

          -  Is currently participating in and receiving study therapy or has participated in a
             study of an investigational agent or used an investigational device within 4 weeks of
             the first dose of study therapy

          -  Has undergone prior allogeneic hematopoietic stem cell transplantation within the last
             5 years, has received a live vaccine within 30 days of planned start of study therapy,
             has received prior chemotherapy, targeted small molecule therapy, or radiation therapy
             within 2 weeks prior to study Day 1, received a monoclonal antibody within 4 weeks
             prior to study Day 1 or has not recovered from adverse events due to a previously
             administered agent

          -  Has known clinically active central nervous system (CNS) involvement

          -  Has a history of (non-infectious) pneumonitis that required steroids or current
             pneumonitis

          -  Has evidence of interstitial lung disease, active non-infectious pneumonitis, a known
             additional malignancy that is progressing or requires active treatment, an active
             infection requiring intravenous systemic therapy, an active autoimmune disease that
             has required systemic therapy, a known Human Immunodeficiency Virus (HIV), Hepatitis B
             (HBV), or Hepatitis C (HCV) infection

          -  Is pregnant or breastfeeding, or expecting to conceive or father children within the
             projected duration of the study starting with the pre-screening or screening visit
             through 120 days after the last dose of study therapy

          -  Has received prior therapy with an anti-programmed cell death 1 (anti-PD-1),
             anti-programmed cell death ligand 1 (anti-PD-L1), anti-PD-L2, anti-CD137, or
             anti-Cytotoxic T-lymphocyte-associated antigen-4 (CTLA-4) antibody (including
             ipilimumab or any other antibody or drug specifically targeting T-cell co-stimulation
             or checkpoint pathways)

          -  Has known symptomatic congestive heart failure, unstable angina pectoris, or cardiac
             arrhythmia