Hello Didier,
mostly this aspect is managed exclusively by sh404sef that is the engine for Joomla links genaration.
JSitemap is not an extension that generates links itself, but only an extension that use the current SEF extension as explained here:
http://storejextensions.org/faq/does-jsitemap-generate-urls-or-is-responsible-for-that.html
If you are using sh404sef aliases, it's likely sh404sef already does automatically a 301 or 303 redirects between the 2 versions of links, but this is managed internaly by sh404sef itself thus you don't need extra operations.
It could also be a good practice for SEO specifcy a canonical link in the sh404sef parameters if you have duplicated links.
PS: if you want me to have a look at your website backend to check your configuration contact me directly at
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Best regards
John