I actually got lucky. Parthia and the Ptolmis invaded Seluekid lands so they were pretty much tied up, which gave me the opportunity to take rest of the Caucasus regions. Once I confronted the AS, I had enough troops to fend off any attacks. I decided not to do the scythian horse archers with 2 family members tactic. Instead, went with spear infantry, Caucasian archers and 1 to 2 family member combo (makes for more interesting battles IMHO).