simple.php

<?php
$isAjaxUpdate=Yii::app()->request->isAjaxRequest;
if(!$isAjaxUpdate||Yii::app()->request->getParam('ajax')==='mygridid')
    $this->widget('zii.widgets.grid.CGridView',
        array(
                'id'=>'mygridid',
                'dataProvider' => new CArrayDataProvider(
                        array(
                                array(
                                        'id'=>1,
                                        'name' => 'Doe'
                                )
                        )),

                'filter'=>1,
                'afterAjaxUpdate' => "function(id,data){alert('afterAjaxUpdate');}",
                'selectionChanged'=>"function (id) {alert('selectionChanged');}",
                'columns' => array(
                        array(
                                'filter'=>
                                    $this->widget("zii.widgets.jui.CJuiButton",
                                        array(
                                                "name" => "dummy",
                                                "buttonType" => "button",
                                                "caption" => "update me",
                                                "onclick" => "function(){window.setTimeout(function(){alert('clicked');},2);jQuery('#mygridid').yiiGridView('update')}",
                                        ), true)
                                ,
                                'name' => 'name',
                                'type'=>'raw',
                        )
                )
        ));

if(!$isAjaxUpdate||Yii::app()->request->getParam('ajax')==='mygridid2')
   $this->widget('zii.widgets.grid.CGridView',
        array(
                'id'=>'mygridid2',
                'dataProvider' => new CArrayDataProvider(
                        array(
                                array(
                                        'id'=>1,
                                        'name' => 'Doe'
                                )
                        )),

                'filter'=>1,
                'afterAjaxUpdate' => "function(id,data){jQuery('body').append(jQuery(data).filter('script:not(\"[src]\")'));alert('afterAjaxUpdate');}",
                'selectionChanged'=>"function (id) {alert('selectionChanged');}",
                'columns' => array(
                        array(
                                'filter'=>
                                    $this->widget("zii.widgets.jui.CJuiButton",
                                        array(
                                                "name" => "dummy2",
                                                "buttonType" => "button",
                                                "caption" => "update me",
                                                "onclick" => "function(){window.setTimeout(function(){alert('clicked');},2);jQuery('#mygridid2').yiiGridView('update')}",
                                        ), true)
                                ,
                                'name' => 'name',
                                'type'=>'raw',
                        )
                )
        ));