For participants treated with local radiotherapy with or without concomitant exposure to steroids, for pain control or management of cord/nerve root compression, two weeks must have lapsed since last date of radiotherapy, which is recommended to be a limited field; participants who require concurrent radiotherapy should have entry to the protocol deferred until the radiotherapy is completed and two weeks have passed since the last date of therapy Prior palliative radiotherapy must have been completed at least weeks prior to study entry Chemotherapy, radiotherapy, biologics, and/or other treatment with immunotherapy not completed four () weeks prior to first dose of study drug or without complete recovery from all such treatments. Previous chemotherapy/radiotherapy/targeted therapy should have been completed at least weeks prior to start of FID- administration Prior focal radiotherapy completed at least weeks prior to study drug administration. Patients who have received radiation therapy within weeks before transplant. Enrollment of subjects who require concurrent radiotherapy (which must be localized in its field size) should be deferred until the radiotherapy is completed and weeks have elapsed since the last date of therapy. Radiation therapy within weeks before randomization; enrollment of subjects who require concurrent radiotherapy (which must be localized in its field size) should be deferred until the radiotherapy is completed and weeks have elapsed since the last date of therapy Chemotherapy, radiotherapy, biologics, and/or other treatment with immunotherapy not completed weeks prior to first dose of study drug Patients who have completed focal radiotherapy within weeks from time of enrollment are eligible. Patients must have completed last chemotherapy >= weeks or radiotherapy >= weeks prior to receiving study drugs Prior chemotherapy, monoclonal antibody therapy, must have been completed at least weeks prior to start. Radiotherapy or radiosurgery must have been completed at least weeks prior to start. Radiotherapy completed within weeks prior to treatment initiation; radiotherapy completed > weeks prior to treatment initiation is allowed if all procedure-related toxicities resolved 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 weeks of the last dose of radiation; therapy must not start within weeks from the last dose; consolidation radiotherapy dose must NOT be more than cGy; participants in cohort D must not have had progression of disease prior to the start of therapy Prior radiotherapy completed < days before study enrollment. Completed all prior therapies (immunosuppressive medications, antineoplastic therapy, vaccination, immunotherapy, chemotherapy, radiotherapy, major surgery, etc) > weeks prior to the first study dose of medication (alemtuzumab ? months). Prior cancer therapies not completed within days prior to the first cycle of milataxel; radiotherapy completed less than days prior to study enrollment; patients not recovered from radiation-related toxicities; patients receiving any concurrent anti-cancer therapy, including trastuzumab, bevacizumab or an investigational agent while on-study; patients with greater than prior radiotherapy treatments. Completed standard therapy ( at least months of chemotherapy radiotherapy ) Completed radiotherapy, chemotherapy, and/or treatment with other investigational agents at least weeks prior to study entry Patient has completed radiotherapy within weeks prior to treatment initiation. Radiation therapy within weeks before randomization; enrollment of subjects who require concurrent radiotherapy (which must be localized in its field size) should be deferred until the radiotherapy is completed and weeks have elapsed since the last date of therapy Patient has completed adjuvant radiotherapy (if indicated) prior to screening Patients must have completed last chemotherapy >= weeks or radiotherapy >= weeks prior to receiving study drugs Prior radiotherapy must be completed at least weeks before patient begins study therapy. Receiving chemotherapy, radiotherapy, biologics, and/or other antitumor treatment with immunotherapy that is not completed at least weeks prior to study entry, unless underlying disease is progressing on therapy Patients that have been treated with any of the following within weeks of starting trial treatment: chemotherapy, immunotherapy, biological therapies, molecular targeted, hormone therapy (except LHRH agonists and LHRH antagonists), radiotherapy (except in case of localized radiotherapy for analgesic purpose or for lytic lesions at risk of fracture which can then be completed within weeks prior to study treatment). Radiation therapy within weeks before randomization; enrollment of subjects who require concurrent radiotherapy (which must be localized in its field size) should be deferred until the radiotherapy is completed and weeks have elapsed since the last date of therapy Participant completed all prior radiotherapy with curative intent ? weeks prior to randomization Radiation therapy within days of enrollment; enrollment of subjects who require concurrent radiotherapy (which must be localized in its field size) should be deferred until the radiotherapy is completed and days have elapsed since the last date of therapy Prior radiotherapy or radiosurgery must have been completed at least weeks prior to start Any radiotherapy must have been completed weeks prior to enrollment Chemotherapy, radiotherapy, biologics, and/or other treatment with immunotherapy not completed weeks prior to first dose of study drug Patients must have completed any prior radiotherapy at least weeks prior to initiation of protocol therapy Radiation therapy within weeks before randomization; enrollment of subjects who require concurrent radiotherapy (which must be localized in its field size) should be deferred until the radiotherapy is completed and weeks have elapsed since the last date of therapy Prior radiotherapy must have been completed at least weeks prior to study entry For Arm M: No prior treatment except for local radiation or a short course of steroids for control of symptoms; enrollment of subjects who require concurrent radiotherapy (which must be localized in its field size) should be deferred until the radiotherapy is completed and weeks have elapsed since the last date of therapy Radiation therapy within weeks before randomization; enrollment of subjects who require concurrent radiotherapy (which must be localized in its field size) should be deferred until the radiotherapy is completed and weeks have elapsed since the last date of therapy Any whole brain radiotherapy (WBRT) was completed at least weeks prior to the first dose of study drug. Patients must have completed any previous surgery or radiotherapy >= weeks prior to enrollment Radiation therapy within weeks before randomization; enrollment of subjects who require concurrent radiotherapy (which must be localized in its field size) should be deferred until the radiotherapy is completed and weeks have elapsed since the last date of therapy Patients must have completed last chemotherapy >= weeks or radiotherapy >= weeks prior to receiving study drugs Chemotherapy, radiotherapy, biologics, and/or other antitumor treatment with immunotherapy that is not completed weeks prior to first dose of study drug. Chemotherapy (except hydroxyurea or emergent use of single-agent cytarabine for cytoreduction), radiotherapy, biologics, and/or other treatment with immunotherapy that is not completed weeks prior to first dose of study drug, unless progressive disease is documented; NOTE: hydroxyurea will be allowed during the first cycle of treatment Patients treated with local radiotherapy with or without a brief ( weeks or less) exposure to steroids are eligible; patients who require concurrent radiotherapy should have entry to the protocol deferred until the radiotherapy is completed Radiation therapy within weeks before randomization; enrollment of subjects who require concurrent radiotherapy (which must be localized in its field size) should be deferred until the radiotherapy is completed and weeks have elapsed since the last date of therapy Radiotherapy (RT) completed within days prior to the first dose of study therapy. Radiation therapy within weeks before randomization; enrollment of subjects who require concurrent radiotherapy (which must be localized in its field size) should be deferred until the radiotherapy is completed and weeks have elapsed since the last date of therapy No prior systemic therapy or radiation therapy active against myeloma lasting more than four weeks duration; any prior therapy must be completed a minimum of days before starting study drugs; enrollment of subjects who require radiotherapy (which must be localized in its field size) should be deferred until the radiotherapy is completed and weeks have elapsed since the last date of therapy Prior local radiotherapy is allowed if it is completed at least weeks prior to the first dose of study drug and the subject has evaluable lesions not previously irradiated Has completed any prior radiotherapy ? weeks prior to randomization Patient has completed adjuvant radiotherapy (if indicated) according to the institutional guidelines prior to screening Prior treatment with thoracic radiotherapy completed > weeks and =< months prior to enrollment Completed active treatment (surgery, chemotherapy, and/or radiotherapy) at least one month prior to study initiation (patients on continued hormone treatment will not be excluded) No concurrent use of chemotherapy or radiotherapy (radiotherapy should be completed at least weeks from study entry) Must have completed radiotherapy at least months prior to entry Prior therapy (chemotherapy, immunotherapy, radiotherapy) must be completed at least weeks prior to infusion of radiolabeled antibody