ENH: Use immutable dictionaries to store state / action data

[timmens]

Currently we store states and actions in regular dictionaries. These allow for mutable operations. There is a benefit in knowing that the states and actions dictionaries will never change after creation.

Some potential approaches:

1. Use types.MappingProxyType to get a read-only view of a dictionary. We would then only pass around this view.
2. Use third-party library https://github.com/MagicStack/immutables