[Help] AI Multiple Targets For Multiplayer How?

Hey guys, im just wondering how i can get my AI to constantly go for the closest target to it?

Like if my friend and i are playing and im next to the AI, it will chase me, then i run past my friend and the AI is closest to my friend it will chase him?

Here is my current script:

var target : Transform; //the enemy's target
var moveSpeed = 3; //move speed
var rotationSpeed = 3; //speed of turning
var myTransform : Transform; //current transform data of this enemy
var gravity = 20;
var closest : GameObject;

function Awake()
{
    myTransform = transform; //cache transform data for easy access/preformance
}

function Start()
{
//     target = GameObject.FindWithTag("Player").transform; //target the player
}

function Update () 
{
	var targets : GameObject[] = GameObject.FindGameObjectsWithTag("Player");
	var targetNumber : int = Random.Range(0,targets.length - 1);
	target = targets[targetNumber].transform;
	
    //rotate to look at the player
    myTransform.rotation = Quaternion.Slerp(myTransform.rotation,
    Quaternion.LookRotation(target.position - myTransform.position), rotationSpeed*Time.deltaTime);

    //move towards the player
    myTransform.position += myTransform.forward * moveSpeed * Time.deltaTime;

}

You need to loop through each gameObject and check the distance, saving the closest. Take a look at this code from the Unity docs.

	// Print the name of the closest player
	print(FindClosestEnemy().name); 
	
	// Find the name of the closest player
	function FindClosestEnemy () : GameObject {
		// Find all game objects with tag Player
		var gos : GameObject[];
		gos = GameObject.FindGameObjectsWithTag("Player"); 
		var closest : GameObject; 
		var distance = Mathf.Infinity; 
		var position = transform.position; 
		// Iterate through them and find the closest one
		for (var go : GameObject in gos)  { 
			var diff = (go.transform.position - position);
			var curDistance = diff.sqrMagnitude; 
			if (curDistance < distance) { 
				closest = go; 
				distance = curDistance; 
			} 
		} 
		return closest;	
	}

Original source: Unity - Scripting API: GameObject.FindGameObjectsWithTag

Yeah, i found this code yesterday and i cant figure out how to add it to my code, my game is a multiplayer fps, and i have AI for testing some things and when i aim at the terrain and press Q it spawns the AI, and i want it to continuously try to find the closest Player to it and follow that player untill a player gets closer to it than that player. But i cant figure out how to put it in the code.

Thats what i need help with, been trying and still cant do it.