James Reese Europe must be the person they are referencing. His orchestra, which was a United States Army military band, would often play "syncopated numbers", which were the precursor to swing. I can't find the book I'm looking for, which has a detailed account of the concert in it, but I know that it was well received. Throughout the 1920's France would see a massive explosion in the popularity of early "jazz" related styles, so these concerts really kicked it off.

James Europe was famous in Europe, at least originally, more for his marching music than for anything which could be considered a "concert", although these became much more common after his initial success. Interestingly enough, Europe was among the very first wave of commissioned black officers in the United States to see combat.

Europe's style would sound a lot like what we consider "Ragtime" piano these days, so it's often called "proto-jazz". Here's Ken Burns talking about it, along with a few examples of the band's playing.

Sorry that I can't find the exact city.

Sources:
"A New History of Jazz" - Alyn Shipton
"The Big Band Era" - Bob Wilder
"Jazz" - Documentary, Ken Burns