Inclusion Criteria:

          -  Have an Eastern Cooperative Oncology Group (ECOG) performance status of =< 2 at the
             time of study treatment initiation.

          -  Have pathologically confirmed diagnosis of non-small cell lung cancer (NSCLC). Mixed
             small cell lung cancer (SCLC) histology is not allowed.

          -  Must be eligible for treatment with pembrolizumab as standard of care (up to third
             line).

          -  Absolute neutrophil count (ANC) >= 1.5 x 10^9/L.

          -  Platelets >= 100 x 10^9/L.

          -  Hemoglobin >= 9 g/dL.

          -  Plasma creatinine =< 1.5 x institution upper limit of normal (ULN) or estimated
             glomerular filtration rate (GFR) (measured or calculated with Cockcroft and Gault
             formula) > 45 ml/min.

          -  Alanine aminotransferase (ALT) and aspartate aminotransferase (AST) =< 3 x ULN (ALT
             and AST =< 5 x ULN is acceptable if liver metastases are present).

          -  Total plasma bilirubin =< 1.5 x ULN. For patients with well documented Gilbert?s
             syndrome, total bilirubin =< 3 x ULN with direct bilirubin within normal range.

          -  Must have demonstrated complete response, partial response by Response Evaluation
             Criteria in Solid Tumors (RECIST) or stable disease if > 5% but less than 30% decrease
             from baseline total tumor burden (target lesions) to pembrolizumab at the time of
             randomization for study treatment.Patients with new brain metastasis isolated in the
             brain while on pembrolizumab monotherapy will be eligible as long as extracranial
             disease control fulfills the criteria otherwise (i.e. this will not be considered as
             disease progression for the purpose of this study).

          -  Must have received at least 6 months of pembrolizumab monotherapy treatment (but no
             more than 15 months total duration, including treatment in combination with
             chemotherapy prior to maintenance phase) prior to start of protocol-assigned
             treatment.

          -  Participants of child-bearing potential must agree to use adequate contraceptive
             methods (e.g., hormonal or barrier method of birth control; abstinence) prior to study
             entry. Should a woman become pregnant or suspect she is pregnant while she or her
             partner is participating in this study, she should inform her treating physician
             immediately.

          -  Participant or legal representative must understand the investigational nature of this
             study and sign an Independent Ethics Committee/Institutional Review Board approved
             written informed consent form prior to receiving any study related procedure.

        Exclusion Criteria:

          -  Receipt of anticancer chemotherapy, other than pembrolizumab, within 6 months prior to
             randomization.

          -  Disease progression to pembrolizumab as assessed by immune related (ir)RECIST.

          -  Prior radiotherapy or gamma knife within 2 weeks of study treatment for non-brain
             metastasis. Subjects must have recovered from all radiation related toxicities.

          -  Active/untreated brain metastasis. Whole brain radiation or gamma knife radiosurgery
             performed less than 4 weeks prior to first administration of study drug. Previously
             treated brain metastasis allowed as long as not requiring steroids and stable on
             imaging at least 4 weeks after completing radiation therapy.

          -  Leptomeningeal involvement regardless of tumor response status.

          -  Tumor with mutation that is known to be sensitive to Food and Drug Administration
             (FDA)- approved targeted therapy.

          -  Patients who had pembrolizumab interrupted for more than 4 weeks for management of
             treatment-related adverse event.

          -  Currently receiving or has received high-dose systemic corticosteroids within 4 weeks
             prior to starting study drug for management of brain metastases, or who have not fully
             recovered from side effects of such treatment. Patients who are on low-dose prednisone
             (10 mg once daily or less) for at least 6 months for the management of other chronic
             disorders (e.g. chronic obstructive pulmonary disease [COPD]) is allowed. Steroids for
             endocrine replacement or receipt of short-course of steroids during the preceding 4
             week period as supportive medication such as for drug allergy, anti-emetic, etc. is
             allowed.

          -  Had major surgery within 14 days prior to starting protocol treatment.

          -  Active, clinically serious infections or other serious uncontrolled medical
             conditions.

          -  Pregnant or nursing female participants.

          -  Any condition which in the investigator?s opinion deems the participant an unsuitable
             candidate to receive study drug.

          -  Unwilling or unable to follow protocol requirements.