My players have been known to do some shady things. One of them is especially devious, it he thinks he can get away with it (think robber barron).
Another is a murderer at heart that is controlled by the other players. This is the guy that shoots the enemies that you need to question, often with a weapon that inflicts so much damage that tomb probing is out (not to mention detonating the fuel supply behind the thug). He has been known to kill NPCs that insulted him (including by "looking at him funny"). Once in an role-playing exercise fellow characters sent him down to the corner store for milk. He ended up in a fire fight. He likes to role dice, and when you call his name, the first thing he does is pick up a die (whatever is closest, D6, D20; does not matter), rolls it, and announces what he rolled, without regard to what I am asking. Nearly every session I have to break him from this by keeping the failing rolls, and discarding the successes.
Unless the entire group agrees to play such a game, I suggest telling the player to control him/herself. I have found that the other players are good for this, since such behavior lands them in trouble. They can be pirates or bounty hunters, but in a high tech world criminals will have a lot of trouble getting around. After the problems escaping detection, most of mine have learned to control themselves, but some will take targets of opportunity.