Since a lot of you appear to be having trouble in this area, I will now explain how to properly fight Gaesatae in this brief guide, so you don't make the common mistakes. Let's first clear some things up, and then move onto how to fight.
1. Gaesatae are not simply large, strong men, who fight nude. They are elite mercenaries who used a 'magic potion' (a copious amount of a painkilling drug) before battle. So powerful was it, that they were reknowned to rip out javelins that had struck them, and throw them back. Because of this, Gaesatae have two hitpoints, and incredibly high morale.
2. Gaesatae are frightening to infantry. First, they fight nude, which is, in this period, interpretted as incredibly brave, if somewhat insane. Two, they have a reputation. They are famous for decimating huge numbers of enemies when outnumbered, and rarely fleeing from combat, as well as immense skill with their javelins, for which they're named, and incredible hand-to-hand combat skills.
This means they are some of the toughest infantry in the game. If you experience huge numbers of infantry lost to the Gaesatae, they're doing their job right. If they are outnumbered and still win a fight against infantry, they're, again, doing their job right. Later versions may have Gaesatae with increased expense, making them more rare, but their stats are designed to make you hate and fear what they'll do.
So, how does one go about beating them? It's a two part attack.
1. Javelins. Javelins and throwing spears are the most lethal ranged weapons in the game, so they have the highest chance of taking one of the Gaesatae's hitpoints. Do not charge the Gaesatae. If you have a unit that throws before charging, turn it to fire at will. Do not attempt to engage the Gaesatae in a melee, it is suicidal. Skirmishers are good, skirmishing cavalry is better. If you haven't the horsemen to pull off part two, javelins are the way to go. If you have a lot of javelin units, you should be able to pick them apart. Long-ranged javelin throwers are best, like some of the Germanic and Celtic units have. You can augment with other range, of course, but you may wish to be using that elsewhere; I'm sure the enemy has more than just a single unit of Gaesatae.
2. Cavalry. Cavalry do not experience the lowered morale of infantry engaged in Gaesatae. Now weakened by the javelins, and likely with morale lowered a bit, try to strike the sides or rear of the Gaesatae, if it's viable. Weakened, the Gaesatae will die easier, and you may get a few in the charge. You have to be timely; it's best not to let Gaesatae reach your infantry, though, if you have some cheap infantry or mercenaries, or something disposable, you may use it to tie the Gaesatae up for a little while to let the cavalry do its work. Even in this case, do not attempt a prolonged melee. Routing units lower other unit morale, and you're using the cavalry largely because their morale will not be lowered.
Done correctly, the Gaesatae will rout. Make sure you leave them a way out though in most cases; don't attempt to surround them with infantry. They'll fight to the death and you will lose men needlessly. Following this pattern, you should be able to handle Gaesatae. Just keep in mind, you'll have other things on the field to fight. It's just unlikely they'll be as devestating.
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