You have lots of options. Insecticidal soap, neem oil, insecticides, fire (OK, the last one is sort of in jest but I have actually used on a certain species of caterpillar that will totally decimate foliage if not delt with appropriately). The decision is ultimately up to you as to what degree you want to attack the buggers. Lots of threads here on the forum with how people have dealt with caterpillars in the past.