Strike!?

Raze instead of capture. Only keep cities that have important resources or form strategic choke points on the map. Once all of your newly conquered cities are producing income, then you can start expanding again.

Keep an eye on the tech/income slider. It adjusts automatically once you hit zero funds. The strike is caused when you have zero funds and negative income at 0% science. Stop capturing cities prior to that happening and you won't have a problem.
 
I agree with what's been said above, and I'll add a couple more that I didn't see mentioned:

- Long before going to war, make sure you've been building cottages around your existing cities. These provide the bulk of your Civ's funds.
- If this happens to you a lot, try playing as a Civ with the financial trait.
- In captured cities (that you didn't raze, obviously) build courthouses. If you've captured a city a fair distance from your capital with other captured cities nearby, build the Forbidden Palace there, and, if you're a real warmonger with a far-flung empire, build Versailles in another city far from your capital.
- If it happens mid/late game, bee-line your tech to Communism and switch to State Property. Combine that with Police State if war weariness is high and you have not or cannot sue for peace.
 
I recently stumbled onto a trick that might help. There is normally a waiting period between civic changes, which stops perpetual anarchy. However, you are able to change your religion immediately after you change your civic (and vice versa). Using this you should be able to have anarchy until you can correct your problems. I would suggest killing off some of your weak troops and building your palace in a more centralized place. You can chop rush the palace and then take one turn to actually build it. I hope this helps.
 
You could try pre-empting the increased upkeep by estimating where the center of your empire will be by the time you're done with your conquests. Be sure to relocate your palace relatively close to your opponent's borders, since you should have courthouses already established in your native cities. The obvious downside is that this won't work in MP: Moving your Palace close to someone else's borders practically screams "I intend to have a lot of land where your land is sometime very soon!" Before Courthouses, you just have to be a good guesser. Maybe move it closer to the enemy as you expand more.
 
In my 'world' there are two islands at the opposite side of the globe with one Barbarian city on each. Once I conquered them, I sent in Galleons with three settlers and established cities on both islands.

I had used Horse Archers to defeat the Bowmen and didn't want to sail them 15 turns away back on the homeland. Because I didn't pay attention to the rising cost of support at a distance (and I had just begun building Courthouses) I went quickly into strike.

My question is: What is the budgetary designation of Barbarian territory? It's not like they have an entire nation or region. They are scattered cities around the globe. Does the AI only care if a unit is 'in city limits' or not?

I'm thinking the best move for the horses is to have them 'guard' the new cities while Courthouses are built. Right?
 
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