This paper focuses on the problem of controlling an ensemble of heterogeneous resources connected to an elec- trical grid at the same point of common coupling (PCC). The controller receives an aggregate power setpoint for the ensemble in real time and tracks this setpoint by issuing individual optimal setpoints to the resources. The resources can have continuous or discrete nature (e.g., heating systems consisting of a finite number of heaters that each can be either switched on or off) and/or can be highly uncertain (e.g., photovoltaic (PV) systems or residential loads). A na¨ ıve approach would lead to a stochastic mixed-integer optimization problem to be solved at the controller at each time step, which might be infeasible in real time. Instead, we allow the controller to solve a continuous convex optimization problem and compensate for the errors at the resource level by using a variant of the well-known error diffusion algorithm. We give conditions guaranteeing that our algorithm tracks the power setpoint at the PCC on average while issuing optimal setpoints to individual resources. We illustrate the approach numerically by controlling a collection of batteries, PV systems, and discrete loads.