On Goko, if a card set aside with Prince is named for Scheme's effect, it will go on top of your deck and not continue to be set aside. (There is no choice.) The log prettifier is currently not working for me but the log would be here:
http://www.gokosalvager.com/static/logprettifier.html?/20140829/log.5066a4d70cf20e086dc89e71.1409368935383.txt.
Here's what I think the rules specify.
Scheme reads: "At the start of Clean-up this turn, you may choose an Action card you have in play. If you discard it from play this turn, put it on your deck." The
Scheme-Hermit ruling implies that Scheme triggers from the card being discarded.
Prince reads: "...set aside an Action card from your hand costing up to $4. At the start of each of your turns, play that Action, setting it aside again when you discard it from play. (Stop playing it if you fail to set it aside on a turn you play it.)"
Since the two when-discard effects occur simultaneously, I should be able to choose which happens first. If I choose Prince to happen first, then the card should be set aside, causing Scheme to lose track of it so that the card doesn't go on the top of my deck. If I choose Scheme to happen first, then the card should go on top of my deck, causing Prince to lose track of it, so that the card doesn't get set aside. That means there are two legal outcomes (setting aside the card, and putting on top of the deck), but Goko only resolves to one, which happens to be the less favourable outcome for the player in most situations.