This is a contribution to the formalization of the concept of agents in multivariate Markov chains. Agents are commonly defined as entities that act, perceive, and are goal-directed. In a multivariate Markov chain (e.g. a cellular automaton) the transition matrix completely determines the dynamics. This seems to contradict the possibility of acting entities within such a system. Here we present definitions of actions and perceptions within multivariate Markov chains based on entity-sets. Entity-sets represent a largely independent choice of a set of spatiotemporal patterns that are considered as all the entities within the Markov chain. For example, the entity-set can be chosen according to operational closure conditions or complete specific integration. Importantly, the perception-action loop also induces an entity-set and is a multivariate Markov chain. We then show that our definition of actions leads to non-heteronomy and that of perceptions specialize to the usual concept of perception in the perception-action loop.