- Participants in cohort D must have completed systemic therapy AND have completed either consolidation thoracic radiotherapy or PCI or both completed either consolidation thoracic radiotherapy or PCI or both. Participants in cohort D must initiate therapy with pembrolizumab within 6 weeks of the last dose of radiation. Therapy must not start within 2 weeks from the last dose. Consolidation radiotherapy dose must NOT be more than 3000 centigray (cGy). Participants in cohort D must not have had progression of disease prior to the start of therapy.