SQL Server 2017

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CREATE TABLE t
(
    [PN] varchar(3) null
    ,[WK] int null
    ,[Prio] int null
);


INSERT INTO t
(
    [PN]
    ,[WK]
    ,[Prio]
)

VALUES
    ('AAA',37,1)
    ,('AAA',37,2)
    ,('AAA',38,3)
    ,('BBB',39,1)
    ,('BBB',39,2)
    ,('BBB',37,3)
    ,('BBB',38,4)
    ,('CCC',null,1)
    ,('CCC',null,2)
    ,('CCC',37,3)
    ,('CCC',38,4);


11 rows affected

SELECT GTG.[PN]
    ,GTG.[WK]
    ,MIN([Prio]) [Prio]

FROM
(
    SELECT [PN]
        ,MIN([WK]) [WK]

    FROM t

    GROUP BY [PN]

) GTG

LEFT JOIN t TMP
ON GTG.[PN] = TMP.[PN]
    and GTG.[WK] = TMP.[WK]

GROUP BY GTG.[PN],GTG.[WK];


PN
WK
Prio


AAA
37
1

BBB
37
3

CCC
37
3


Warning: Null value is eliminated by an aggregate or other SET operation.


select t.pn, wk, prio
from (select t.*, row_number() over (partition by pn order by coalesce(wk, 999) asc, prio asc) as seqnum
      from t
     ) t
where seqnum = 1


pn
wk
prio


AAA
37
1

BBB
37
3

CCC
37
3