Easily you can dissolve in DCM or chloroform. I do not feel you can dissolve on acetic or formic acid.

For alternative solvent(s) you may want to check the following discussion: https://www.researchgate.net/post/What_solvents_can_be_used_to_dissolve_PCL_but_not_PMMA

The formic/acetic acid mixture is expected to promote hydrolysis of polycaprolactone (PCL); cf. (e.g.): http://www.sciencedirect.com/science/article/pii/S001430571630831X?via%3Dihub

 Acetone and THF are some of the less toxic solvents for PCL

you can dissolve it in any acidic media, even only acetic acid can dissolve it after 5-6 hour stirring at room temperature, if you increase the temperature it will reduce your stirring time.