DLT's were assessed during the first cycle (21 days) for each dose level and included the following if assessed by the Investigator to be possibly, probably or definitely related to MK-4166 or MK-4166 plus pembrolizumab combination: Grade 4 non-hematologic toxicity; Grade 4 hematologic toxicity lasting ≥7 days, except thrombocytopenia (Grade 4 thrombocytopenia of any duration or Grade 3 thrombocytopenia if associated with bleeding); Grade 3 non-hematologic toxicity lasting \>3 days despite optimal supportive care; Grade 3 nausea, vomiting or diarrhea if \>3 days despite optimal supportive care; any Grade 3 or Grade 4 non-hematologic laboratory abnormality if medical intervention is required or if leading to hospitalization or if persisting for \>1 week; febrile neutropenia Grade 3 or Grade 4; any drug-related AE which caused participant to discontinue treatment during Cycle 1; Grade 5 toxicity; any treatment-related toxicity which caused a \>2 week delay in initiation of Cycle 2.

An AE was defined as any untoward medical occurrence in a participant administered a pharmaceutical product and which did not necessarily have a causal relationship with this treatment. An AE could therefore be any unfavourable and unintended sign, symptom, or disease temporally associated with the use of a medicinal product or protocol-specified procedure, whether or not considered related to the medicinal product or protocol-specified procedure. Any worsening (i.e., any clinically significant adverse change in frequency and/or intensity) of a pre-existing condition that was temporally associated with the use of the Sponsor's product was also an AE. Per protocol, the number of participants experiencing an AE was assessed and reported by arm (MK-4166 monotherapy and MK-4166 plus pembrolizumab combination therapy) as well as by dose cohort.

An AE was defined as any untoward medical occurrence in a participant administered a pharmaceutical product and which did not necessarily have a causal relationship with this treatment. An AE could therefore be any unfavourable and unintended sign, symptom, or disease temporally associated with the use of a medicinal product or protocol-specified procedure, whether or not considered related to the medicinal product or protocol-specified procedure. Any worsening (i.e., any clinically significant adverse change in frequency and/or intensity) of a pre-existing condition that was temporally associated with the use of the Sponsor's product was also an AE. Per protocol, the number of participants discontinuing study treatment due to AEs was assessed and reported by arm (MK-4166 monotherapy and MK-4166 plus pembrolizumab combination therapy) as well as by dose cohort.