Haciendo una gran actualización usando múltiples tablas en PostgreSQL

Esta consulta debería producir los mismos resultados, pero evita el CASE

-- EXPLAIN ANALYZE
UPDATE table_a a
SET rebuilding_costs = drie.rebuilding_costs
FROM (
        SELECT COALESCE(b.address, c.address, d.address) AS address
        , COALESCE(b.rebuilding_costs, c.rebuilding_costs,  d.rebuilding_costs)
            AS rebuilding_costs
        FROM table_b b
        FULL OUTER JOIN table_c c ON c.address = b.address
                AND  c.rebuilding_costs BETWEEN 200001 AND 400000
        FULL OUTER JOIN table_D d ON d.address = b.address
                AND  d.rebuilding_costs BETWEEN 400001 AND 600000
        WHERE b.rebuilding_costs BETWEEN 100001 AND 200000
        ) drie
WHERE a.address = drie.address
AND a.rebuilding_costs <> drie.rebuilding_costs -- Avoid useless updates
        ;

ACTUALIZACIÓN:un enfoque similar, basado en un conjunto encadenado de CTE:

-- --------------------------------
EXPLAIN ANALYZE
WITH cte_b AS (
        SELECT b.address,  b.rebuilding_costs
        FROM table_b b
        WHERE b.rebuilding_costs BETWEEN 100001 AND 200000
        )
,       cte_c AS (
        SELECT c.address , c.rebuilding_costs
        FROM table_c c
        WHERE  c.rebuilding_costs BETWEEN 200001 AND 400000
        AND NOT EXISTS (SELECT * FROM cte_b WHERE cte_b.address = c.address)
        )
,       cte_d AS (
        SELECT d.address , d.rebuilding_costs
        FROM table_d d
        WHERE  d.rebuilding_costs BETWEEN 400001 AND 600000
        AND NOT EXISTS (SELECT * FROM cte_b WHERE cte_b.address = d.address)
        AND NOT EXISTS (SELECT * FROM cte_c WHERE cte_c.address = d.address)
        )
,       cte_bcd AS (
        SELECT           cte_b.address,  cte_b.rebuilding_costs FROM cte_b
        UNION ALL SELECT cte_c.address,  cte_c.rebuilding_costs FROM cte_c
        UNION ALL SELECT cte_d.address,  cte_d.rebuilding_costs FROM cte_d
        )
UPDATE table_a a
SET rebuilding_costs = cte_bcd.rebuilding_costs
FROM cte_bcd
WHERE a.address = cte_bcd.address
-- avoid useless updates this way:
AND a.rebuilding_costs <> cte_bcd.rebuilding_costs
-- ,or this way:
-- AND cte_bcd.rebuilding_costs IS DISTINCT FROM a.rebuilding_costs
   ;

ACTUALIZACIÓN 2:los CTE pueden ser lentos porque actúan como barreras de optimización. Una forma rápida y sucia es reescribir tem como VISTAS (temporales) y referirse a estas en su lugar. Esto permite al optimizador barajar las diversas partes de la consulta dentro y fuera de las subconsultas, e incluso combinarlas y reutilizarlas.

CREATE TEMP VIEW cte_b AS (
        SELECT b.address,  b.rebuilding_costs
        FROM table_b b
        WHERE b.rebuilding_costs BETWEEN 100001 AND 200000
        );
CREATE TEMP VIEW        cte_c AS (
        SELECT c.address , c.rebuilding_costs
        FROM table_c c
        WHERE  c.rebuilding_costs BETWEEN 200001 AND 400000
        AND NOT EXISTS (SELECT * FROM cte_b WHERE cte_b.address = c.address)
        );
CREATE TEMP VIEW        cte_d AS (
        SELECT d.address , d.rebuilding_costs
        FROM table_d d
        WHERE  d.rebuilding_costs BETWEEN 400001 AND 600000
        AND NOT EXISTS (SELECT * FROM cte_b WHERE cte_b.address = d.address)
        AND NOT EXISTS (SELECT * FROM cte_c WHERE cte_c.address = d.address)
        );
CREATE TEMP VIEW        cte_bcd AS (
        SELECT           cte_b.address,  cte_b.rebuilding_costs FROM cte_b
        UNION ALL SELECT cte_c.address,  cte_c.rebuilding_costs FROM cte_c
        UNION ALL SELECT cte_d.address,  cte_d.rebuilding_costs FROM cte_d
        );
EXPLAIN -- ANALYZE
UPDATE table_a a
SET rebuilding_costs = cte_bcd.rebuilding_costs
FROM cte_bcd
WHERE a.address = cte_bcd.address
AND a.rebuilding_costs <> cte_bcd.rebuilding_costs -- avoid useless updates
-- AND a.address < 100000
        ;