Inclusion Criteria:
  1. Patient must be at least 18 years of age.
  2. Diagnosis of recurrent or progressive glioblastoma, WHO Grade IV, IDH wild-Type or
     astrocytoma WHO grade
Unequivocal evidence of tumor progression by brain MRI scan per RANO criteria.
     Patients who experience a second disease progression are eligible provided that they
     have not been previously treated with anti-angiogenic agents including bevacizumab
     (at the exception of bevacizumab radiation necrotic protocol)
  4. A diagnostic contrast-enhanced MRI of the brain must be performed preoperatively,
     within 28 days prior to study enrollment.
  5. There must be an interval of at least 12 weeks from the completion of radiation
     therapy to study registration unless there is unequivocal evidence for tumor
     recurrence per RANO criteria. When the interval is less than 12 weeks but more than
     4 weeks from the completion of radiotherapy, the use of perfusion imaging and/or PET
     scan is allowed to differentiate between unequivocal evidence of tumor recurrence
     and pseudoprogression.
  6. Karnofsky performance status (KPS) ≥60%.
  7. Candidate for MLA based on the size, location, and shape of the recurrent tumor as
     determined by the performing neurosurgeon. Surgical resection/debulking prior to MLA
     is allowed per standard of care but is not required.
  8. Candidate for Optune GIO® therapy.
  9. Candidate for pembrolizumab.
 10. Adequate bone marrow and organ function as defined below:
       1. ANC ≥ 1,500/mcL.       2. Platelets ≥ 100,000/mcL.       3. Hemoglobin ≥ 9 g/dL or ≥ 5.6 mmol/L (transfusion is allowed)
       4. Serum creatinine ≤ 1.5 x IULN OR creatinine clearance by Cockcroft-Gault ≥ 60
          mL/min for patients with serum creatinine > 1.5 x IULN.       5. Serum total bilirubin ≤ 1.5 x IULN OR direct bilirubin ≤ IULN for patients with
          total bilirubin > 1.5 x IULN.       6. AST (SGOT) ≤ 3 x IULN.       7. ALT (SGPT) ≤ 3 x IULN. 11. Participants of childbearing age must use effective contraception:
     Women of childbearing potential (WOCBP) must be using a highly effective method of
     contraception to avoid pregnancy throughout the study and for at least 24 weeks
     after the last dose of study drug to minimize the risk of pregnancy. Prior to study
     enrollment, women of childbearing potential must be advised of the importance of
     avoiding pregnancy during trial participation and the potential risk factors for an
     unintentional pregnancy.
       1. WOCBP include any woman who has experienced menarche and who has not undergone
          successful surgical sterilization (hysterectomy, bilateral tubal ligation or
          oophorectomy) or who is not post-menopausal. Post-menopause is defined as:
           
- -  Amenorrhea that has lasted for ≥ 12 consecutive months without another
               cause, or.
- -  For women with irregular menstrual periods who are taking hormone
               replacement therapy (HRT), a documented serum follicle-stimulating hormone
               (FSH) level of greater than 35 mIU/mL.
2. Males with female partners of childbearing potential must agree to use
          physician-approved contraceptive methods (e.g., abstinence, condoms, vasectomy)
          throughout the study and should avoid conceiving children for 24 weeks
          following the last dose of study drug.
 12. Ability of the patient to understand and willingness to sign an IRB approved written
     informed consent document.
Exclusion Criteria:
  1. Prior treatment with any anti-angiogenic agent, including bevacizumab.
  2. Prior treatment with an anti-PD-1, anti-PD-L1, anti-PD-L2, anti-CD137, or
     anti-cytotoxic T-lymphocyte-associated antigen-4 (CTLA-4) antibody (including
     ipilimumab or any other antibody or drug specifically targeting T-cell
     co-stimulation or checkpoint pathways).
  3. Prior treatment with a monoclonal antibody within 4 weeks prior to the projected
     first dose of pembrolizumab or has not recovered (i.e. ≤ grade 1 or at baseline)
     from adverse events due to agents administered more than 4 weeks earlier.
  4. Prior chemotherapy, targeted small molecule therapy, or radiation therapy within 2
     weeks prior to the projected first dose of pembrolizumab or has not recovered (i.e.
     ≤ grade 1 or at baseline) from adverse events due to a previously administered
     agent.
     Note: patients with ≤ grade 2 neuropathy are an exception to this criterion and may
     qualify for the study.
  5. Presence of infratentorial lesions, brainstem lesions, or lesions that are less than
     5 mm from the hypophysis or cranial nerves.
  6. Multifocal gliomas that are bilateral. Patients with unilateral multifocal gliomas
     may be eligible if their multifocal disease can be treated effectively and safely in
     a single MLA procedure. Also note that corpus callosal tumors are eligible even if
     they are bilateral as long as they satisfy the size and shape limits of MLA as
     determined by the performing neurosurgeon.
  7. Presence of leptomeningeal metastases beyond the cranial vault. (Focal
     leptomeningeal enhancement allowable at the discretion of the principal
     investigator).
  8. Requires corticosteroids equivalent to > 4mg dexamethasone daily.
  9. Recent (within 8 weeks) history of CNS hemorrhage unless the hemorrhage is located
     within the tumor that will be removed en total during surgical debulking or ablated
     during MLA.
 10. Requires therapeutic doses of anticoagulants unless anticoagulation can be safely
     discontinued per standard practice (e.g. first DVT for which anticoagulation has
     been at least 3 months and repeat imaging demonstrates resolution of DVT) or an IVC
     filter can be used in place of anticoagulation.
 11. Received prior local therapy (stereotactic radiosurgery, brachytherapy, or
     carmustine wafers) to the proposed area of MLA treatment.
 12. Received a live vaccine within 30 days prior to the projected initiation of study
     treatment (Optune GIO® for Arm 1 and LITT for Arm 2).
 13. Currently receiving any other investigational agents or has participated in a study
     of an investigational agent or using an investigational device within 3 weeks of the
     projected initiation of study treatment (Optune GIO® for Arm 1 and LITT for Arm 2).
 14. Has a diagnosis of immunodeficiency or is receiving any form of immunosuppressive
     therapy within 7 days prior to the first dose of trial treatment (with the exception
     of daily dexamethasone ≤ 4 mg).
 15. Uncontrolled intercurrent illness including, but not limited to, ongoing or active
     infection, symptomatic congestive heart failure, unstable angina pectoris, cardiac
     arrhythmia, uncontrolled hypertension, or psychiatric illness/social situations that
     would limit compliance with study requirements.
 16. History of active autoimmune disease requiring systemic treatment within the past 2
     years (i.e. with use of disease modifying agents, corticosteroids, or
     immunosuppressive drugs). Replacement therapy (e.g., thyroxine, insulin, or
     physiologic corticosteroid replacement therapy for adrenal or pituitary
     insufficiency, etc.) is not considered a form of systemic treatment.
     (Note that prior autoimmune diseases at Grade 1 or 2 per CTCAE v. 4.0 in the last 2
     years that were deemed related to prior use of immunotherapy, will be allowed under
     this protocol, provided that continuation or subsequent resumption of immunotherapy,
     regardless of whether systemic treatment had been given, did not result in worsening
     of signs and symptoms of the aforementioned autoimmune diseases)
 17. History of (non-infectious) pneumonitis within the past 3 years that required
     steroids or current pneumonitis.
     (Note that patients with a history of pneumonitis in the past 3 years that was not
     aggravated by immunotherapy or that has clinically resolved or improved and has not
     recurred or progressed clinically with subsequent immunotherapy are eligible to
     participate in the study).
 18. Pregnant and/or breastfeeding. Patient must have a negative serum or urine pregnancy
     test within 72 hours of study entry.
 19. Known active hepatitis B (e.g., HBsAg reactive) or hepatitis C (e.g., HCV RNA
     [qualitative] is detected) infection.
 20. Known history of active TB (bacillus tuberculosis).
 21. Known history of HIV (HIV 1/2 antibodies).