PostgreSQLで更新+参加するにはどうすればよいですか？

UPDATE構文は次のとおりです。

[ WITH [ RECURSIVE ] with_query [, ...] ]
UPDATE [ ONLY ] table [ [ AS ] alias ]
    SET { column = { expression | DEFAULT } |
          ( column [, ...] ) = ( { expression | DEFAULT } [, ...] ) } [, ...]
    [ FROM from_list ]
    [ WHERE condition | WHERE CURRENT OF cursor_name ]
    [ RETURNING * | output_expression [ [ AS ] output_name ] [, ...] ]

あなたの場合、私はあなたがこれを望んでいると思います：

UPDATE vehicles_vehicle AS v 
SET price = s.price_per_vehicle
FROM shipments_shipment AS s
WHERE v.shipment_id = s.id