Find last (max) value according to TimeStamp using update method I have task to find  values of integer according to last (max) of timestamp (datetime) value.
Because it is so complicated query I am consindering this way to find last value something like this

Pseudo code:

update my_table
    set value=last_value
from my_table 
    inner join (
                 select *
                    from (
                    select top(100) percent
                        from 
                            ( select ts,last_value,pk_v from tb1
                                    union all
                              select ts,last_value,pk_v from tb2
                              ..
                              ) as temp
                              order by ts 
                              ) as temp_order
                            ) as temp on my_table.pk_v=temp.pk_v


The idea is to make sub-query which is ordered by timestamp and then to update table.
In this case, sometime is going to be more values in subquery for one pk_val (primary_key value).  

For me now looks like that it is impossible and I am considering to do updates in CURSOR. But before I go on, I would love to hear you option this.

Cleaner question would be: How updates working when in one transaction (select) SQL need to update same row two times ?

*EDIT:1 *
Here is sample with data

create table #Table_To_update
(pk int not null,last_value int)

insert into #Table_To_update
select 1,null
union all
select 2,null
union all
select 3,null

create table #table_as_sub_query
(fk int, value int ,ts datetime)


insert into #table_as_sub_query
select 1,5,'2012-01-01'
union all 
select 1,6,'2012-03-01'
union all 
select 1,2,'2012-04-01'
union all
select 2,7,'2012-02-01'
union all 
select 2,8,'2012-02-05'
union all 
select 2,6,'2012-04-01'
union all
select 3,0,'2012-01-01'
union all 
select 3,9,'2012-05-05'
union all 
select 3,12,'2012-01-01'



/*--This Way I want to update new table with last values --*/
update #Table_To_update
set last_value=table2.value
from #Table_To_update table1
inner join (select 
                top(100) percent
                *
            from #table_as_sub_query
                order by ts desc
                ) as table2 on table1.pk=table2.fk
Your question is not clear. You are trying to update the value of some table based on a value of another? This can be solved using something like the query below:

In SQL Server 2005 or newer:

with my_data_cte (
  select row_number() over (order by timestamp desc) as sequence,
  pk_vv
from (
  select timestamp, pk_v from tb1
  union all
  select timestamp, pk_v from tb2
 )
)
update my_table
set value = pk_v
from my_table mt
  inner join my_data_cte ct on mt.pk_v = mt.pk_v
where sequence = 1