Additional Study Information: The purpose of this research study is to learn about the effects of the study drug, PF-06840003,and to find the best dose for treating research subjects/participants with malignant glioblastoma or anaplastic glioma. PF-068400003 is a new investigational drug. A new investigational drug is one that is currently not approved for sale in this country. PF-06840003 is a type of therapy called an IDO1 inhibitor. Indoleamine-pyrrole 2,3 dioxygenase, or IDO1, is an enzyme that is encoded by the IDO1 gene. It has been shown that IDO1 allows tumor cells to escape from your immune system which allows the tumor cells to remain in your body and grow. The study will see if PF-06840003 is able to change the ways that your tumor cells escape from your immune system. This research study will be the first time PF-06840003 will be given to humans. The optimal dose of PF-06840003 to be used to treat research subjects/participants is unknown.