Epacadostat and Pembrolizumab in Treating Participants With Advanced Pancreatic Cancer

Inclusion Criteria: * Be willing and able to provide written informed consent/assent for the trial * Have received at least one prior therapy for metastatic disease * Patients with HRD identified by one of the following criteria: a) Tested positive for BRCA 1 or 2 germline deleterious mutation, b) Previously identified genetic aberrations that are associated with HRD (e.g., somatic BRCA mutation, PALB2, Fanconi anemia gene or RAD51 mutations), c) Patients with somatic ATM loss as identifiable with immunohistochemistry or with ATM mutation, d) Pancreatic ductal adenocarcinoma (PDAC) patients with family history of 2 or more first-degree relatives with BRCA-associated cancers (stomach, breast, ovary) or 1 or more first-degree relative with PDAC * Have measurable disease based on Response Evaluation Criteria in Solid Tumors (RECIST) 1.1 or at least one site of disease must be uni-dimensionally measurable as per RECIST 1.1. All radiology studies must be performed within 28 days prior to registration * Patients must have an archival sample of tumor or metastatic site core biopsy to be eligible * Have a performance status of 0 or 1 on the Eastern Cooperative Oncology Group (ECOG) performance scale * Within 10 days of treatment initiation: Absolute neutrophil count (ANC) \>= 1.5 x 109/L * Within 10 days of treatment initiation: platelet count \>= 100 x 109/L * Within 10 days of treatment initiation: hemoglobin \>= 9 g/dl without transfusion or erythropoietin (EPO) dependency (withi…