  We consider a firm producing and selling $d$ commodities, and consisting from
$n$ production and $m$ sales divisions. The firm manager tries to stimulate the
best division performance by sequentially selecting internal commodity prices
(transfer prices). In the static problem under general strong convexity and
compactness assumptions we show that the SOLO FTRL algorithm of Orabona and Pal
(2018), applied to the dual problem, gives the estimates of order $T^{-1/4}$ in
the number $T$ of iterations for the optimality gap and feasibility residuals.
This algorithm uses only the information on division reactions to current
prices. It does not depend on any parameters and requires no information on the
production and cost functions. The results of similar nature are obtained for
the dynamic problem, where these functions depend on an i.i.d. sequence of
random variables. We present two computer experiments with one and two
commodities. In the static case the transfer prices and the difference between
the supply and demand demonstrate fast stabilization. In the dynamic case the
same quantities fluctuate around equilibrium values after a short transition
phase.
