Differential equation with shifited term

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I have a differential equation (Or integral equation) of the form:

$$ f(x) = a e^{-x} + b \int_0^x f(cz+dx) e^{-z} dz$$

$a,b,c,d$ are constants.

I am considering whether the above equation has a closed form solution. If not, why it is the case? If so, I think guessing a functional form and using method of undetermined coefficients. But I am not sure how to guess.

Thanks so much!