On a community-basis, reporting widely and promptly about unfortunate events via your typical channels is important and a strong community-safety-measure, as well as an opportunity for safety-awareness and for participants and others to make-whole and contribute toward the losses that one or more community- or event-participants have had.
It is not so great that the possibility of the difficulty described by the original poster had not been thought of in advance, and that a clue and a policy is now needed after the fact.
Standard cautions to participants as a matter of policy are appropriate for all public events and occasions.
This is because no project or event can afford to suggest or create a culture that implies that the project is able to assume that participating individuals will be made whole from failing to attend to their valuable assets, whether they be computers, mobile phones, wallets, coats, hats or their bodies; further it is appropriate to warn all participants that civil authorities may be called upon to intervene or participate when inappropriate activity is discovered or reported.
A project or event code-of-conduct is appropriate, and having a policy guiding organizers and empowering all volunteers and participants to act against against miscreants with inappropriate behaviors is also a community-building and safety-building experience, in addition to the event's particular mission.
More generally, as a community-empowering project and event, an important measure, towards community-building, safety, and inclusiveness includes noticing populations that are desired and not always well-recognized, and dedicating your event toward providing a harassment-free conference experience (since property-stealing is a harassment) for all individuals, regardless of gender, sexual orientation, gender identity, disability, physical appearance, body size, race, or religion. This invites all participants to act individually when inappropriate behavior occurs.
This is a typical class of policy and notice that universities resort to, in anticipation of an occasion when a member of its population of students, staff, or professors is discovered to be acting beyond social, legal or ethical norms.