Lua, 356
Takes any nonspace characters for states, and any non-space one characters for transition letters. Though it seems not shortest, I'll post it any way.
Could save 25 chars printing tabs instead of spaces.
Readable version:
i=io.read
p=print
S={}
i():gsub("(%S+)",function (a) f=f or a S[a]={} end )
l=i"*a"
for a,t,d in l:gmatch"(%S+) (%S) (%S+)"do
S[a][t]=d
end
I=l:match"(%S+)%s$"or"" -- fixes empty input
function F(a,i)
t=I:sub(i,i)
if t==""then
p"ACCEPT"
elseif S[a][t] then
p(("%s %s -> %s"):format(a,t, S[a][t]))
return F( S[a][t],i+1)
else
if t~=""then p(a.." "..t)end p'REJECT'
end
end
F(f,1)
Golfed version + in- an output.
i=io.read p=print S={}i():gsub('(%S+)',function(a)f=f or a S[a]={}end)l=i'*a'for a,t,d in l:gmatch"(%S+) (%S) (%S+)"do S[a][t]=d end I=l:match'(%S+)%s$'or''function F(a,i)t=I:sub(i,i)if t==""and a:match'^%u'then p'ACCEPT'elseif S[a][t]then p(('%s %s -> %s'):format(a,t,S[a][t]))return F(S[a][t],i+1)else if t~=''then p(a.." "..t)end p'REJECT'end end F(f,1)
-- input --
A B C
A B B
A C C
A A A
B A A
B B B
B C C
C A A
C B B
C C C
AABCCBCBAX
-- output --
A A -> A
A A -> A
A B -> B
B C -> C
C C -> C
C B -> B
B C -> C
C B -> B
B A -> A
REJECT