Study of Avelumab in Combination With Lenvatinib for Children With Primary CNS Tumors

Inclusion Criteria: * Participants with histologically confirmed diagnosis of primary CNS malignancy as follows: a) Primary CNS tumors: the tumor should be considered high-grade histologically; prior radiotherapy is allowed; participants must have progressed after at least 1 prior systemic therapy, except for those with diffuse midline glioma with or without the H3 K27M mutation. b) Specific for participants with diffuse midline glioma with or without the H3 K27M mutation: prior radiotherapy is allowed; no more than 1 prior systemic therapy is allowed; participants with diffuse midline glioma with or without the H3 K27M mutation who have not received prior systemic therapy but have prior radiotherapy only are allowed to enroll * On screening scans, measurable disease by RANO criteria * Participants must have a Lansky performance status \>= 50 for age \<= 16 years or Karnofsky performance status \>= 50 for age \> 16 years at Screening * Other protocol defined inclusion criteria could apply Exclusion Criteria: * Participants with low-grade gliomas, for example but not limited to, subependymal giant cell astrocytoma, pilocytic astrocytoma and World Health organization (WHO) Grade 1 tumors * Participants demonstrating evidence of worsening of neurologic deficit within 1 week prior to initiation of study interventions * Participants with bulky tumor, defined as: a) Tumor with any evidence of uncal herniation or midline shift; b) Tumor with a diameter of \> 4 centimeters (cm) in…