I have something about 100 files with the following syntax
ahfsdjfhdfhj_EPI_34_fdsafasdf
asdfasdf_EPI_2_fdsf
hfdjh_EPI_8_dhfffffffffff
ffffffffffasdfsdf_EPI_
From your example it appears that delimiter is _ and text EPI_nnn comes at the same position after delimiter _. If that is always the case then you can use following command to sort the file:
sort -n -t "_" -k 3 file.txt
UPDATE:
If position of EPI_ text is not fixed then use following shell command:
sed 's/^\(.*EPI_\)\(.*\)$/\2##\1/' file.txt | sort -n -t "_" -k1 | sed 's/^\(.*\)##\(.*\)$/\2\1/'