This paper focuses on designing a robust control law to manage the demand response of islanded microgrids composed of shifting and adjusting loads. On one side, Hybrid Dynamical System theory is suited here, because the microgrid model is composed of continuous-time dynamics (the energy stored in the battery and the adjustable loads), and discretetime dynamics (the shifting loads). On the other side, Multi Agent System theory is used to control the adjusting loads in order to guarantee a consensus between them. Hence, nonuniform convergence of the State of Charge of the battery to a given reference is ensured. Robustness with respect to plug and play of any load and parameter variations is also ensured. Experimental results from a laboratory-scale microgrid validate the approach.