Inclusion Criteria: For more information regarding Bristol-Myers Squibb Clinical Trial participation, please visit www.BMSStudyConnect.com - Children and adolescents diagnosed with either: - Diffuse Intrinsic Pontine Glioma (DIPG), in first-line, after completion of standard radiotherapy - High Grade Glioma (HGG), recurrent or progressive - Medulloblastoma, recurrent or progressive - Ependymoma, recurrent or progressive - Other high-grade tumors of the central nervous system, recurrent or progressive - Lansky play score (LPS) for =< 16 years of age or Karnofsky performance scale (KPS) for > 16 years of age assessed within two weeks of enrollment must be >= 60 - A tumor sample must be available for submission to central laboratory [not required for DIPG] Exclusion Criteria: - Participants with active, known or suspected autoimmune disease - Participants unable to taper steroids due to ongoing mass effect - Participants with low-grade gliomas or tumors of unknown malignant potential - Prior treatment with any drug that targets T cell co-stimulation pathways (such as checkpoint inhibitors) Other protocol defined inclusion/exclusion criteria could apply