In this paper we study three time scale singular perturbation problems
\[
ε
x
′
=
f
(
x
,
ε
,
δ
)
,
y
′
=
g
(
x
,
ε
,
δ
)
,
z
′
=
δ
h
(
x
,
ε
,
δ
)
,
\varepsilon x’ = f(\mathbf {x},\varepsilon ,\delta ), \qquad y’ = g(\mathbf {x},\varepsilon ,\delta ), \qquad z’ = \delta h(\mathbf {x},\varepsilon ,\delta ),
\]
where
x
=
(
x
,
y
,
z
)
∈
R
n
×
R
m
×
R
p
\mathbf {x} = (x,y,z) \in \mathbb {R}^n \times \mathbb {R}^m \times \mathbb {R}^p
,
ε
\varepsilon
and
δ
\delta
are two independent small parameters
(
0
>
ε
(0>\varepsilon
,
δ
≪
1
\delta \ll 1
), and
f
f
,
g
g
,
h
h
are
C
r
C^r
functions, where
r
r
is big enough for our purposes. We establish conditions for the existence of compact invariant sets (singular points, periodic and homoclinic orbits) when
ε
,
δ
>
0
\varepsilon , \delta > 0
. Our main strategy is to consider three time scales which generate three different limit problems. In addition, we prove that double regularization of nonsmooth dynamical systems with self-intersecting switching variety provides a class of three time scale singular perturbation problems.