I have the following code
//included all jquery related stuff ..not shown here
The answer you are looking for may be similar to this question: jQuery datepicker won't work on a AJAX added html element
You're replacing the datepicker element in the DOM with the ajax response. The reason this works for the first time is that PHP renders the my_ajax_stuff.php on first load already in the HTML so it becomes available to jQuery in the DOM.
// do this once the DOM's available...
$(function(){
// this line will add an event handler to the selected inputs, both
// current and future, whenever they are clicked...
// this is delegation at work, and you can use any containing element
// you like - I just used the "body" tag for convenience...
$("body").on("click", ".datepicker", function(){
$(this).datepicker();
$(this).datepicker("show");
});
});