For more information regarding Bristol-Myers Squibb Clinical Trial participation, please visit www.BMSStudyConnect.com Inclusion Criteria: - Histologically or cytologically documented extensive-stage small cell lung cancer (ES-SCLC) and extensive-stage disease (American Joint Committee on Cancer, 7th edition, Stage IV [T any, N any, M1a, or M1b], or T3-4 due to multiple lung nodules that are too extensive or tumor or nodal volume that is too large to be encompassed in a tolerable radiation plan) - Must provide a fresh tumor biopsy from the primary disease site (when possible) or from any metastatic site when the primary site is not available - Eastern Cooperative Oncology Group performance status (ECOG PS) 0 or 1 - At least 1 measurable lesion by computed tomography (CT) or magnetic resonance imaging (MRI) per Response Evaluation Criteria in Solid Tumors version 1.1 (Response Evaluation Criteria in Solid Tumors (RECIST) v1.1) criteria - Adequate hematologic and end organ function - Must agree to follow specific methods of contraception, if applicable Exclusion Criteria: - Women who are pregnant or breastfeeding - Prior chemotherapy, radiation therapy, or biologic therapy for small cell lung cancer (SCLC) for first-line treatment - Symptomatic brain or other central nervous system (CNS) metastases - Paraneoplastic autoimmune syndrome requiring systemic treatment - History of idiopathic pulmonary fibrosis, drug-induced pneumonitis, idiopathic pneumonitis, organizing pneumonia, or evidence of active pneumonitis on screening chest CT scan - Grade ≥ 2 peripheral sensory neuropathy at study entry - Significant uncontrolled cardiovascular disease - Active, known or suspected autoimmune disease or inflammatory disorder Other protocol-defined inclusion/exclusion criteria apply