For more information regarding Bristol-Myers Squibb Clinical Trial participation, please visit www.BMSStudyConnect.com Inclusion Criteria: - Age < 18 years for Part A and Part B - Age up to 30 years for Part B Cohorts B2, B3 and B4 - Must have received standard of care therapy and there must be no potentially curative treatment available - Histologically confirmed with malignant neoplasms that are refractory, relapsed, or curative treatments are lacking - Must have measurable or evaluable disease based on Response Evaluation Criteria in Solid Tumors (RECIST) v1.1 for solid tumors, Response Assessment in Neuro-Oncology (RANO) or Response Assessment in Pediatric Neuro-Oncology (RAPNO) for central nervous system tumors, International Pediatric Non-Hodgkin Lymphoma Response Criteria for non-Hodgkin lymphoma (NHL), revised International Neuroblastoma Response Criteria (INRC) for neuroblastoma, modified National Comprehensive Cancer Network (NCCN) Criteria for acute lymphoblastic leukemia, and modified Cheson et al International Working Group criteria for acute myeloid leukemia - Lansky play score for age ≤ 16 years or Karnofsky performance score for age > 16 years assessed within 2 weeks of enrollment must be ≥ 60 Exclusion Criteria: - Osteosarcoma, T-cell/Natural Killer (NK) cell leukemia/lymphoma, and Hodgkin's lymphoma - Need for > 2 antihypertensive medications for management of hypertension (including diuretics) - Known cardiovascular history, including unstable or deteriorating cardiac disease, within the previous 12 months prior to screening - Inadequately treated adrenal insufficiency - Active, known, or suspected autoimmune disease - Active infection requiring systemic therapy within 14 days prior to first dose - Condition requiring systemic treatment with either corticosteroids or other immunosuppressive medications within 14 days of start of study treatment - Prior allogeneic stem cell transplant - Previous severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) infection either suspected or confirmed within 4 weeks prior to screening NOTE: other protocol-defined inclusion/exclusion criteria apply