How to create update CASE WHEN

[HackenPai]

I want to create a update like this CASE WHEN but i do not see any option or anything like that in docs

eg：

Update name
    CASE 
        WHEN phone='0987654321' THEN 'bob' 
        WHEN phone='0987654322' THEN 'Anna' 
    END 
FROM user 
WHERE phone in('0987654321','0987654322')