Inclusion Criteria:

          -  The participant may have no more than 2 prior lines of systemic therapies (neoadjuvant
             and adjuvant therapies will not be considered as a prior line of therapy) for advanced
             or metastatic disease and is suitable to receive gemcitabine and docetaxel therapy.
             All previous therapies must have completed ≥ 3 weeks (21 days) prior to first dose of
             study drug.

          -  In the Phase 2 part, prior olaratumab/doxorubicin combination therapy in 1 prior
             treatment line is allowed.

               -  Prior olaratumab therapy must have been received with doxorubicin as indicated on
                  the olaratumab label.

               -  Prior olaratumab therapy must have included at least 2 full cycles of
                  olaratumab/doxorubicin (that is, a minimum of 4 doses of olaratumab).

               -  Participants, who completed at least 2 cycles of combination
                  olaratumab/doxorubicin therapy then discontinued doxorubicin due to toxicity or
                  maximum dosing and proceeded to olaratumab monotherapy, are eligible.

               -  The most recent dose of olaratumab must have been received within 180 days of
                  randomization in this study.

          -  Availability of tumor tissue is mandatory for study eligibility. The participant must
             have consented to provide archived formalin-fixed paraffin-embedded tumor tissue or be
             subject to a pre-treatment re-biopsy of primary or metastatic tumor tissue for future
             central pathology review and translational research (if archived tissue is
             unavailable).

          -  The participant has adequate hematologic, organ, and coagulation function within 2
             weeks (14 days) prior to enrollment (Phase 1b) or randomization (Phase 2).

        Exclusion Criteria:

          -  The participant is diagnosed with gastrointestinal stromal tumor (GIST) or Kaposi
             sarcoma.

          -  The participant has active central nervous system (CNS) or leptomeningeal metastasis
             (brain metastasis) at the time of enrollment (Phase 1b) or randomization (Phase 2).
             Participants with a history of a CNS metastasis previously treated with curative
             intent (for example, stereotactic radiation or surgery) that have not progressed on
             follow-up imaging, have been asymptomatic for at least 60 days, and are not receiving
             systemic corticosteroids and or/anticonvulsants, are eligible. Participants with signs
             or symptoms of neurological compromise should have appropriate radiographic imaging
             performed before enrollment (Phase 1b) /randomization (Phase 2) to rule out brain
             metastasis.

          -  The participant has received prior treatment with gemcitabine or docetaxel. Note:
             Participants previously enrolled in the I5B-MC-JGDJ (NCT02451943) or any other blinded
             study with olaratumab are not eligible to participate in this trial.

          -  The participant has electively planned or will require major surgery during the course
             of the study.

          -  Females who are pregnant or breastfeeding.

          -  The participant has an active fungal, bacterial, and/or known viral infection
             including human immunodeficiency virus (HIV) or viral (A, B, or C) hepatitis
             (screening is not required).