If you model a deontological constraint as making certain actions unavailable to you, then you could be worse off than you would be if you had access to those actions, but you shouldn't be worse off than if those options had never existed (for you) in the first place.  That is, it's equivalent to being a pure utilitarian in a world with fewer affordances. Therefore if you weren't otherwise vulnerable to money-pumps this shouldn't make you vulnerable to them. 

(Obviously someone might be able to get some money from you that they couldn't otherwise get, by offering you a legitimate service that you wouldn't otherwise need--for example, someone with a deontological rule against hauling water is more likely to pay for a water delivery service.  But that's not a "money pump" because it's actually increasing your utility compared to your BATNA.)

If you model a deontological constraint as an obligation to minimize the probability of some outcome at any cost, then it's equivalent to being a utilitarian with an infinite negative weight attached to that outcome.  Unbounded utilities introduce certain problems (e.g. Pascal's Mugging) that you might not have if your utilities were otherwise bounded, but this shouldn't make you vulnerable to anything that an unbounded utilitarian wouldn't be.

Let's suppose that you believe you can kill someone with bare hands with non-zero probability. Then I can come to you and say: "I cursed you to kill someone with bare hands tomorrow. Pay me to lift the curse." You are willing to pay me an arbitrary amount of money, because me coming and saying about curse is an evidence in favor of curse existence. Proof of arbitrariness: let's suppose that there is a difference in expected utility between two possible policies, one of which involves KWBH, other doesn't. You will choose the other policy, no matter how large gap in utility between them. That means you are willing to sacrifice an arbitrary amount of utility, which is an equivalent of willingness to spend an arbitrary amount of money.

Let's suppose that you believe the probability of you KWBH is zero. It means you are willing to bet an arbitrary amount of money against my 1$ with condition "you are going to hit person's head with bare hands with maximum strength for hour and not kill them", because you believe it's a sure win. You hit someone in head for hour with maximum strength, person dies, I get money. The next turn depends on how you update on zero-probability events. If you don't update, I can just repeat bet. If you update in some logical induction manner, I can just threaten you with curse. PROFIT

Answer inspired by this post.

As a side-note to the existing great answers. If a deontological constraint simply prevents you from taking an action under any circumstances, then it might as well be a physical constraint (eg. you cannot fly). 

Operating with more constraints (physical or otherwise) gives you less power, so typically results in you getting less of what you want. But if all agents with limits could be money-pumped, then all agents could be.

No?

Proof: your preference-relation is transitive or whatever?

(Maybe weird things happen if others can cause you to kill people with your bare hands, but that's no different from threatening a utilitarian with disutility. Actually, I assume you're assuming you're able to just-decide-not-to-kill-people-with-your-bare-hands, because otherwise maybe you fanatically minimize P(bare-hands-kill) or whatever.)

It depends on the specifics of the deontological rules that are followed.  If deontological rules (aka preferences) are consistent, they can't be money-pumped any more than a consistent utility function can.  

It's worth noting that Deontology and Utilitarianism just are different ways of generating preference ordering of actions, and if they generate the same actions, they are completely indistinguishable from each other.  If an action-set (actions taken in a sequence of contexts) does not contain any preference reversals, it won't be money-pumped.  This is independent of metaethical framework.

For your more limited semi-deontological case, it's not particularly clear exactly what the contradicions are.  Assuming there are some, an attacker (or inconvenient universe) would make you pay MORE utility than it takes to set up the situation where you'd want to kill someone with your bare hands.  

But truly, that particular rule is not very binding in today's world, so it probably doesn't cost you very often.  It's not really deontology if it never matters.  Other deontological strictures, which DO change your behavior because they don't align with maximizing your utility, will do more damage (to your utility, even if not literally "money-pump").

Maybe you can come up with one related to aggregation? https://www.lesswrong.com/posts/JRkj8antnMedT9adA

Daniel, I think the framing here is the problem.

Suppose you have a more serious proscription such as being unwilling to borrow money ("neither a borrower or lender be") or charge above a certain amount of interest.

Both of these are real religious proscriptions that are rarely followed because of the cost.

It means the environment is money pumping you. Every time you make a decision, whenever the decision with the highest EV for yourself is to do something that is proscribed, you must choose a less beneficial action. Your expected value is less.

Living a finite lifespan/just one shot means that of course you can be lucky with a suboptimal action.

But if you are an AI system absolutely this costs you or your owners money. The obvious one being that gpt-n have proscriptions against referring to themselves as a person and can be easily unmasked. They are being money pumped because this proscription means they can't be used to say fake grassroots campaigns on social media. The fraudster/lobbyists must pay for a competing less restricted model. (Note that this money loss may not be a net money loss to openAI, which would face loss of EV from reputational damage if their models can be easily used to commit fraud)

Again though there's no flow of money from OpenAI to the pumper, it's a smaller inflow to OpenAI which from OpenAIs perspective is the same thing.

Aren't you susceptible to the "give me money otherwise I'll kill you" money pump in a way that you wouldn't be if the person threatening you knew that there was some chance you would retaliate and kill them?

If I was some kind of consequentialist, I might say that there is a point at which losing some amount of money is more valuable than the life of the person who is threatening me, so it would be consistent to kill them to prevent this happening.

This is only true if it is public knowledge that you will never kill anyone. It's a bit like a country having an army (or nuclear weapons) and publicly saying that you will never use them to fight.