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Pretty much what the title says. Say 4 goblins attack the party of adventurers, who do the goblins attack? Can each goblin attack a different target?

I guess in case of characters that fall unconscious, it would be best to not re-target them for more fun play?

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    \$\begingroup\$ Welcome to the site, and, presumably, to the hobby! Take the tour (chances are you know already how things work, though.) This is a great first question that probably many veterans have never considered. Thank you for participating. \$\endgroup\$ – Hey I Can Chan Jul 26 '15 at 12:35
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    \$\begingroup\$ Related: Which player character do I attack first? \$\endgroup\$ – Purple Monkey Jul 26 '15 at 12:48
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Yes, this is part of the GM's role.

Adjudicating the actions of non-player characters, including (but not limited to) hostile NPCs, is one of the primary jobs of the DM. This is also mentioned in the Combat chapters of the PHB (p. 189) or the Player's Basic Rules (p. 69):

The Dungeon Master controls all the monsters and nonplayer characters involved in combat, and each other player controls an adventurer.

How do I do that?

The DM is basically free to choose whatever he wants the NPCs to do. In your goblin example, the goblins could gang up on the wizard, or just flail wildly at whatever is closest/looks most edible.

However, there are several restrictions as to what you can/should do, because of several reasons, such as your/your groups playstyle, or the shared fiction you create as a role-playing group.

For example, a bunch of four goblins rushing past the fighter and the rogue to gang up on a wizard for no other reason than that he's wearing a dress obviously a wizard would probably raise eyebrows in a normal game, because it does not fit into a regular goblin group's character (Even though it's a valid tactic for smarter enemies). This is an example of being restricted by fiction. Note that these restrictions never apply "globally", since they are based on the fiction.

As to attacking unconscious characters, this brings me to playstyle restrictions. In many groups, this is not done based on mutual agreement. If you as a group like to play for the challenge and like high risk games, then it may become a very valid choice for the goblins (though fictional restrictions can still apply). In this regard, you might want to check out the same page tool, which is designed to (you guessed it) bring everyone to the same page as to what will go on at your table.

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    \$\begingroup\$ One valid argument for why one ignores unconscious individuals is simple: there are conscious individuals around, many with blades, and you just knocked out one of their friends! One does not always have the luxury of provably killing an opponent with one last deathblow when there are other combatants around who could gut you if you didn't pay attention to them. (That being said, if someone does get separated by a good distance, a smart foe might take the time to finish the deed, but that's more up to the nature of the fiction of your NPCs, as MrLemon pointed out) \$\endgroup\$ – Cort Ammon Jul 26 '15 at 16:45
  • \$\begingroup\$ @CortAmmon Good points. Other people swinging axes at you is pretty much what I meant with "fictional restrictions can still apply". \$\endgroup\$ – MrLemon Jul 26 '15 at 19:29
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    \$\begingroup\$ Good answer. As a general rule of thumb, or at least a list of things to bear in mind: Hit whoever last attacked you, if they are in range. Otherwise, hit the first person in range, or evenly/randomly select if there are two or more in range. Encouraging tactics (back into a corner, block the corridor with fighters and have the mage cast from behind, etc) is good, so don't always let people who are behind get away unscathed, unless they have used a bottleneck or something to prevent the hindmost from being attacked. \$\endgroup\$ – Dewi Morgan Jul 27 '15 at 1:24
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    \$\begingroup\$ It's worth noting that a creature's Monster Manual entry will often give hints about their personality, mentioning things like their preference for sneak attacks, or their tendency to flee when they get badly hurt, or their single-mindedness in focusing on one target until it's dead. These can help a DM decide which target to pick, as well as making enemies (and therefore combat) feel more varied and interesting. Smart players will learn to take out goblin chieftains to scatter the rest, or to stay close when fighting troglodytes so they can't drag downed characters away. \$\endgroup\$ – anaximander Jul 27 '15 at 9:19

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