We can be sure that for $a>1$ $$\sum\limits_{k=1}^{\infty}(-k)^na^{-k}+\sum\limits_{k=0}^{b}k^na^k=a^b\sum\limits_{m=0}^{n}\binom{n}{m}b^{n-m}\sum\limits_{k=0}^{\infty}(-k)^ma^{-k}$$ where $$\sum\limits_{k=0}^{\infty}k^na^{-k}=\frac{af(a,n)}{(a-1)^{n+1}}$$ $$f(a,n)=\sum\limits_{k=0}^{n}k!{n\brace k}(a-1)^{n-k}=\sum\limits_{k=0}^{n}\sum\limits_{j=0}^{k}\binom{k}{j}(a-1)^{n-k}j^{n}(-1)^{k-j}$$ $$\lim\limits_{n\to \infty}\frac{f(a,n+1)}{f(a,n)}-\frac{f(a,n)}{f(a,n-1)}=\frac{a-1}{\ln(a)}$$ so $$\sum\limits_{k=1}^{n}\sum\limits_{j=1}^{k}\binom{k}{j}\frac{aj^n}{(a-1)^{k+1}}(-1)^{n+k-j}+\sum\limits_{k=0}^{b}k^na^k=\sum\limits_{m=0}^{n}\sum\limits_{k=0}^{m}\sum\limits_{j=0}^{k}\binom{n}{m}\binom{k}{j}\frac{a^{b+1}j^mb^{n-m}}{(a-1)^{m+1}}(-1)^{m+k-j}$$ Very nice technique for solving this problem we can find here, but result formulas a bit ugly.
Is there more simple closed form for this sum, which involving, for example, Bernoulli numbers?
This has an answer using Mellin transform methods. We use the material from this MSE link which is so very similar that we may use it as a template, making adjustments as necessary.
Re-write your sum like this (here we have $a\gt 1$):
$$S_m(n) = \sum_{k=1}^n k^m a^k = n^m \sum_{k=1}^n \left(\frac{k}{n}\right)^m a^k \\ = n^m a^n + n^m \sum_{k=1}^{n-1} \left(\frac{k}{n}\right)^m a^k = n^m a^n + n^m a^n \sum_{k=1}^{n-1} \left(1 - \frac{k}{n}\right)^m a^{-k}.$$
Now consider the harmonic sum $$S(x) = \sum_{k\ge 1} a^{-k} H_m(kx)$$
where $H_m(x)$ is the Heaviside step function defined by $$H_0(x) = \begin{cases} & 1&\text{if}\quad x\in[0,1] \\ & 0 &\text{otherwise}\end{cases} \quad\text{and}\quad H_m(x) = (1-x)^m H_0(x) \quad\text{when}\quad m\in\mathbb{Z}^+.$$
We see that $$S(1/n) = \sum_{k=1}^n a^{-k} \left(1 - \frac{k}{n}\right)^m,$$ i.e. the sum that remains to be computed.
But $S(x)$ is harmonic and may be evaluated by inverting its Mellin transform.
Recall the harmonic sum identity $$\mathfrak{M}\left(\sum_{k\ge 1} \lambda_k g(\mu_k x);s\right) = \left(\sum_{k\ge 1} \frac{\lambda_k}{\mu_k^s} \right) g^*(s)$$ where $g^*(s)$ is the Mellin transform of $g(x).$
In the present case we have $$\lambda_k = a^{-k}, \quad \mu_k = k \quad \text{and} \quad g(x) = H_m(x).$$
We need the Mellin transform $H_m^*(s)$ of $H_m(x)$ which is $$\int_0^\infty H_m(x) x^{s-1} dx = \frac{m!}{s(s+1)(s+2)\cdots(s+m)}$$ as is easily seen by induction using integration by parts.
It follows that the Mellin transform $Q(s)$ of $S(x)$ is given by $$ Q(s) = \frac{m!}{s(s+1)(s+2)\cdots(s+m)} \mathrm{Li}_s(1/a) \quad\text{because}\quad \sum_{k\ge 1} \frac{\lambda_k}{\mu_k^s} = \mathrm{Li}_s(1/a).$$
We thus obtain the Mellin inversion integral $$ S(x) = \frac{1}{2\pi i} \int_{1/2-i\infty}^{1/2+i\infty} Q(s)/x^s ds$$ which we evaluate by shifting it to the left for an expansion about zero. The fundamental strip here is $\langle 0,+\infty \rangle$ which is determined by the Heaviside step function term (the polylog converges everywhere).
For the pole at $s=0$ we get $$\mathrm{Res}(Q(s)/x^s; s=0) = \frac{m!}{m!} \mathrm{Li}_{0}(1/a) = \frac{1}{a-1}.$$
For the poles at $s=-1, -2, \ldots -m = -q$ we require
$$\mathrm{Li}_{-q}(z) = \frac{1}{(1-z)^{q+1}} \sum_{p=0}^{q-1} \left\langle {q\atop p} \right\rangle z^{q-p}.$$
Observe that all terms in the sum for $\mathrm{Li}_{-q}(1/a)$ are positive (cite e.g. the combinatorial definition of the Eulerian numbers) and hence none of the poles from the Heaviside term are canceled. We may thus continue with
$$\mathrm{Res}(Q(s)/x^s; s=-q) \\ = \left.\frac{m!}{s(s+1)\cdots(s+q-1)(s+q+1)\cdots(s+m)} \frac{\mathrm{Li}_{s}(1/a)}{x^s}\right|_{s=-q} \\= \frac{m!}{(-1)^q q!\times (m-q)!} x^q \frac{1}{(1-1/a)^{q+1}} \sum_{p=0}^{q-1} \left\langle {q\atop p} \right\rangle (1/a)^{q-p} \\ = (-1)^{q} {m\choose q} x^q \frac{1}{(a-1)^{q+1}} \sum_{p=0}^{q-1} \left\langle {q\atop p} \right\rangle a^{p+1}.$$
Now returning to the sum and using $S(1/n)$ we finally have
$$S_m(n) = n^m a^n + n^m a^n \left(\frac{1}{a-1} + \sum_{q=1}^m (-1)^{q} {m\choose q} n^{-q} \frac{1}{(a-1)^{q+1}} \sum_{p=0}^{q-1} \left\langle {q\atop p} \right\rangle a^{p+1}\right).$$
This is
$$n^m \frac{a^{n+1}}{a-1} - \sum_{q=1}^m n^{m-q} {m\choose q} \frac{1}{(1-a)^{q+1}} \sum_{p=0}^{q-1} \left\langle {q\atop p} \right\rangle a^{n+p+1}.$$
We discover upon verification of this formula that it is missing a constant term that does not depend on $n,$ which indicates that the remainder integral does not vanish. To compute the constant we require
$$\sum_{q=1}^m {m\choose q} \frac{1}{(1-a)^{q}} \sum_{p=0}^{q-1} \left\langle {q\atop p} \right\rangle a^{p} \\ = \frac{1}{(1-a)^m} \sum_{q=1}^m {m\choose q} (1-a)^{m-q} \sum_{p=0}^{q} \left\langle {q\atop p} \right\rangle a^{p}.$$
What we have here is a convolution of two EGFS that yield
$$m! (1-a)^{-m} [z^m] \exp((1-a)z) \left(-1 + \frac{a-1}{a-\exp((a-1)z)}\right) \\ = m! [z^m] \exp(z) \left(-1 + \frac{a-1}{a-\exp(-z)}\right) = m! [z^m] \frac{1-\exp(z)}{a-\exp(-z)}.$$
Collecting everything we find
$$\frac{a^2}{1-a} + a + \frac{a^2}{1-a} m! [z^m] \frac{1-\exp(z)}{a-\exp(-z)} \\ = \frac{a^2}{1-a} \left(1 + \frac{1-a}{a} + m! [z^m] \frac{1-\exp(z)}{a-\exp(-z)} \right) \\ = \frac{a^2}{1-a} m! [z^m] \left(\frac{1}{a} \exp(z) + \frac{1-\exp(z)}{a-\exp(-z)} \right) \\ = \frac{a^2}{1-a} m! [z^m] \frac{-1/a + 1}{a-\exp(-z)} = \frac{a}{1-a} m! [z^m] \frac{a-1}{a-\exp(-z)} \\ = \frac{a}{(1-a)^{m+1}} m! [z^m] \frac{a-1}{a-\exp((a-1)z)} = \frac{a}{(1-a)^{m+1}} \sum_{p=0}^{m-1} \left\langle {m\atop p} \right\rangle a^{p}.$$
We have established the following conjecture for $S_m(n):$
$$\bbox[5px,border:2px solid #00A000]{ \color{blue}{n}^m \frac{a^{n+1}}{a-1} - \sum_{q=1}^m \color{blue}{n}^{m-q} {m\choose q} \frac{1}{(1-a)^{q+1}} \sum_{p=0}^{q-1} \left\langle {q\atop p} \right\rangle a^{n+p+1} + \frac{a}{(1-a)^{m+1}} \sum_{p=0}^{m-1} \left\langle {m\atop p} \right\rangle a^{p}.}$$
This is a finite expansion in $n$ and $a$ with $m+2$ terms. E.g. we obtain for $m=5$ and $a=11:$
$${\frac {11\,{n}^{5}{11}^{n}}{10}}-{\frac {11\,{n}^{4}{11}^{n}}{20}} +{\frac {33\,{n}^{3}{11}^{n}}{25}}-{\frac {913\,{n}^{2}{11}^{n}}{500}} +{\frac {957\,n{11}^{n}}{625}}-{\frac {7909\,{11}^{n}}{12500}} +{\frac {7909}{12500}}.$$
Addendum. We also have from first principles that
$$S_m(n) = [z^n] \frac{1}{1-z} \mathrm{Li}_{-m}(az) = [z^n] \frac{1}{1-z} \frac{1}{(1-az)^{m+1}} \sum_{p=0}^{m-1} \left\langle {m\atop p} \right\rangle a^{m-p} z^{m-p}.$$
This is
$$(-1)^m \mathrm{Res}_{z=0} \frac{1}{z^{n+1}} \frac{1}{z-1} \frac{1}{(z-1/a)^{m+1}} \sum_{p=0}^{m-1} \left\langle {m\atop p} \right\rangle \frac{1}{a^{p+1}} z^{m-p}.$$
Residues sum to zero and the residue at infinity is zero by inspection. We get from the residue at $z=1$ (flip sign)
$$(-1)^{m+1} \frac{1}{(1-1/a)^{m+1}} \sum_{p=0}^{m-1} \left\langle {m\atop p} \right\rangle \frac{1}{a^{p+1}} = (-1)^{m+1} \frac{a}{(a-1)^{m+1}} \sum_{p=0}^{m-1} \left\langle {m\atop p} \right\rangle a^{m-1-p} \\ = \frac{a}{(1-a)^{m+1}} \sum_{p=0}^{m-1} \left\langle {m\atop p} \right\rangle a^p.$$
For the residue at $z=1/a$ we write (flip sign)
$$(-1)^{m+1} \sum_{p=0}^{m-1} \left\langle {m\atop p} \right\rangle \frac{1}{a^{p+1}} \mathrm{Res}_{z=0} \frac{1}{z-1} \frac{1}{(z-1/a)^{m+1}} z^{m-p-n-1}.$$
We require the derivative
$$\frac{1}{m!} \left(\frac{1}{z-1} z^{m-p-n-1}\right)^{(m)} \\ = \frac{1}{m!} \sum_{q=0}^m {m\choose q} \frac{(-1)^q q!}{(z-1)^{q+1}} (m-p-n-1)^{\underline{m-q}} z^{m-p-n-1-(m-q)} \\ = \sum_{q=0}^m \frac{(-1)^q}{(z-1)^{q+1}} {m-p-n-1\choose m-q} z^{q-p-n-1}.$$
Evaluate at $z=1/a$ to get
$$(-1)^{m+1} \sum_{p=0}^{m-1} \left\langle {m\atop p} \right\rangle \frac{1}{a^{p+1}} \sum_{q=0}^m \frac{(-1)^q}{(1/a-1)^{q+1}} {m-p-n-1\choose m-q} \frac{1}{a^{q-p-n-1}} \\ = (-1)^{m+1} a^{n+1} \sum_{p=0}^{m-1} \left\langle {m\atop p} \right\rangle \sum_{q=0}^m \frac{(-1)^q}{(1-a)^{q+1}} {m-p-n-1\choose m-q}.$$
With some algebra we have obtained the alternate closed form
$$\bbox[5px,border:2px solid #00A000]{ (-1)^{m+1} a^{n+1} \sum_{q=0}^m \frac{(-1)^q}{(1-a)^{q+1}} \sum_{p=0}^{m-1} \left\langle {m\atop p} \right\rangle {p-n\choose m-q} + \frac{a}{(1-a)^{m+1}} \sum_{p=0}^{m-1} \left\langle {m\atop p} \right\rangle a^{p}.}$$
Note that the binomial coefficient will produce polynomials in $n$ of degree $m-q$ when we fix $m.$