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The paper is devoted to a stochastic optimal control problem for a two scale,infinite dimensional, stochastic system. The state of the system consists ofslow and fast component and its evolution is driven by both continuous Wienernoises and discontinuous Poisson-type noises. The presence of discontinuousnoises is the main feature of the present work. We use the theory of backwardstochastic differential equations (BSDEs) to prove that, as the speed of thefast component diverges, the value function of the control problem converges tothe solution of a reduced forward backward system that, in turn, is related toa reduced stochastic optimal control problem.

Singular limit of BSDEs and optimal control of two scale systems with jumps in infinite dimensional spaces