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In the single player game, if you attack the computer players' home province, it will draw their fleets like a magnet, saving the annoying "whack a mole" syndrome.

The AI tends to attack the most weakly defended province. You can't catch enemies by attacking where they are, but once you get the knack you can often catch them by moving to where they are going to be.

Another option, which works also in MP, is to simply defend the important provinces, and ignore the others.