Ethyl Icosapentate and Physical Activity in Treating Fatigue in Patients With Advanced Cancer

Inclusion Criteria:

* Diagnosis of advanced cancer
* Patients should describe fatigue as being present for a minimum of 2 weeks
* Patients should rate the severity of fatigue as 4/10 in a 0-10 ESAS scale, where 0 = no fatigue, 10 = worse fatigue possible
* If patients are on opioids for the treatment of cancer pain, they must have had no major dose change (\> 25%) for at least 48 hours prior to study entry; change in opioid dose after study entry is allowed
* Presence of relatively intact cognition defined by normal memorial delirium assessment scale (\< 7/30); sign written informed consent
* Patient willing to keep a daily diary, engage in telephone follow up with a nurse
* Patient must have telephone access to be contacted by the research nurse
* Hemoglobin of \>= 10 g/dl within 2 weeks of enrollment; if the patient has not had blood drawn for a hemoglobin level in the past two weeks, one will be done to determine the eligibility
* Patients should have a Zubrod =\< 1
* Life expectancy of \>= 4 months
* Subjects must be able to understand and be willing to sign the written informed consent form; a signed informed consent form must be appropriately obtained prior to the conduct of any trial-specific procedure
* Total bilirubin =\< 1.5 x the upper limits of normal (ULN)
* Alanine aminotransferase (ALT) and aspartate amino-transferase (AST) =\< 2.5 x ULN (=\< 5 x ULN for subjects with liver involvement of their cancer)
* Alkaline phosphatase limit =\< 2.5 x ULN (=\< 5 x ULN for subjects with liver involvement of their cancer)
* Serum creatinine =\< 1.5 x the ULN
* International normalized ratio (INR)/ partial thromboplastin time (PTT) =\< 1.5 x ULN
* Platelet count \> 100000/mm\^3
* Hemoglobin (Hb) \> 9 g/dL
* Absolute neutrophil count (ANC) 1500/mm\^3
* Blood transfusion to meet the inclusion criteria will not be allowed
* Women of childbearing potential must have a negative serum pregnancy test performed within 7 days prior to the start of study drug; post-menopausal women (defined as no menses for at least 1 year) and surgically sterilized women are not required to undergo a pregnancy test; the definition of adequate contraception will be based on the judgment of the investigator
* Subjects (men and women) of childbearing potential must agree to use adequate contraception beginning at the signing of the informed consent form (ICF) until at least 2 months after the last dose of study drug; the definition of adequate contraception will be based on the judgment of the principal investigator or a designated associate
* Subject must be able to swallow and retain oral medication
* Patients on pain medications (non-opioids), including nonsteroidal anti-inflammatory drugs (NSAIDS) and acetaminophen, may be enrolled as long as they have been using it chronically, at least more than 2 weeks

Exclusion Criteria:

* Major contraindication to fish oil i.e. hypersensitivity to fish/oil or physical activity
* Currently on fish oil or has been on fish oil within the last 10 days
* Inability to complete the baseline assessment forms or to understand the recommendations for participation in the study
* Pregnant or lactating women; childbearing age women are not on birth control
* Reports a fall in the past 30 days
* Patient reported regular participation in moderate- or vigorous-intensity physical activity for at \>= 30 minutes at least 5 times a week and strength training for \>= 2 days/week
* Signs of third spacing as determined by the treating physician (e.g., pedal edema, pleural effusion, ascites)
* Previous assignment to treatment during this study; subjects permanently withdrawn from study participation will not be allowed to re-enter study
* Uncontrolled hypertension (systolic pressure \>140 mm Hg or diastolic pressure \> 90 mm Hg \[National Cancer Institute (NCI)-Common Terminology Criteria for Adverse Events (CTCAE) version (v)4.0\] on repeated measurement) despite optimal medical management
* Active or clinically significant cardiac disease including: a. congestive heart failure-New York Heart Association (NYHA) \> class II; b. active coronary artery disease; c. cardiac arrhythmias requiring anti-arrhythmic therapy other than beta blockers or digoxin; d. unstable angina (anginal symptoms at rest), new-onset angina within 3 months before randomization, or myocardial infarction within 6 months before randomization
* Evidence or history of bleeding diathesis or coagulopathy
* Any hemorrhage or bleeding event \>= NCI CTCAE grade 3 within 4 weeks prior to start of study medication
* Subjects with thrombotic, embolic, venous, or arterial events, such as cerebrovascular accident (including transient ischemic attacks) deep vein thrombosis or pulmonary embolism within 6 months of start of study treatment within 6 months of informed consent
* Patients with any previously untreated or concurrent cancer that is distinct in primary site or histology except cervical cancer in-situ, treated ductal carcinoma in situ of the breast, curatively treated nonmelanoma skin carcinoma, noninvasive aerodigestive neoplasms, or superficial bladder tumor; subjects surviving a cancer that was curatively treated and without evidence of disease for more than 3 years before registration are allowed; all cancer treatments must be completed at least 3 years prior to registration
* Patients with phaeochromocytoma
* Known history of human immunodeficiency virus (HIV) infection or current chronic or active hepatitis B or C infection requiring treatment with antiviral therapy
* Ongoing infection \> grade 2 NCI-CTCAE v4.0
* Symptomatic metastatic brain or meningeal tumors
* Presence of a non-healing wound, non-healing ulcer, or bone fracture
* Major surgical procedure or significant traumatic injury within 28 days before start of study medication
* Renal failure requiring hemo-or peritoneal dialysis
* Dehydration grade \> 1 NCI-CTCAE v4.0
* Patients with seizure disorder requiring medication
* History of persistent proteinuria \>= grade 3 NCI-CTCAE v4.0
* Interstitial lung disease with ongoing signs and symptoms at the time of informed consent
* Pleural effusion or ascites that causes respiratory compromise (\>= NCI-CTCAE version 4.0 grade 2 dyspnea); a) history of organ allograft (including corneal transplant); b) known or suspected allergy or hypersensitivity to any of the study drugs, study drug classes, or excipients of the formulations given during the course of this trial; c) any malabsorption condition; d) any condition which, in the investigator's opinion, makes the subject unsuitable for trial participation; e) substance abuse, medical, psychological or social conditions that may interfere with the subject's participation in the study or evaluation of the study results
* Concurrent use of another investigational drug or device therapy (i.e., outside of study treatment) during, or within 4 weeks of trial entry (signing of the informed consent form)
* Major surgical procedure, open biopsy, or significant traumatic injury within 28 days before start of study medication
* Therapeutic anticoagulation with vitamin-K antagonists (e.g., warfarin) or with heparins and heparinoids; however, prophylactic anticoagulation as described below is allowed: 1. low dose warfarin (1 mg orally, once daily) with prothrombin time \[PT\]-INR =\< 1.5 x ULN is permitted; we will monitor the PT/INR weekly for patients on warfarin and liver function test every 2 weeks (total bilirubin, and AST (serum glutamic oxaloacetic transaminase \[SGOT\]) and ALT (serum glutamic pyruvic transaminase \[SGPT\]) if hepatic metastases are present or if patients are on potentially hepatoxic agents such as acetaminophen or statins; 2. low dose aspirin (=\< 100 mg daily); and 3. prophylactic doses of heparin
* Use of any herbal remedy (e.g. St. John's wort \[Hypericum perforatum\])
* Use of dexamethasone for cancer related fatigue