I live on an upstairs floor and have a big balcony. To protect my cats from jumping off the balcony, I've put on a net around the whole balcony, but the cats jump on the net and climb to the top.
How can I stop them from doing that?
The question should firstly be: Is it really important to stop them from jumping off the balcony?
I do not think it is that important as the chances of a cat jumping/falling to his death is extremely rare. Cats can jump quiet large distances, but they are smart enough not to jump to their death.
I believe by putting up a net you have just given your cats a nice play area, so they will climb the net and explore it. If you wish to have this net up to save them from accidentally falling off the balcony then just accept that the cats will climb it and let them have their fun. Just make sure the net is securely fastened, especially at the top and sides and make sure there are no holes where they can worm through.
Assuming you want to be able to see out the balcony, and that you don't have time to spend training them to stay off of the net.
Replace the net with plexiglass or window glass. There are no other see through, non-climbable material solutions to your problem.
You could spend a long time supervising them to try and train them not to climb on it, but as they have already learned to enjoy it, you are likely only going to be able to train them not to climb when you are near.