I am dealing with a non standard progression and I had a hard time finding the general term $U_n = f(n)$ from the recursive definition: $U_{n+1} = b.a^{n+1} + a.U_{n}$
I would like to know if there exists any research in this domain. If so what are the keywords I can use to find the papers?
When I search, I always end up finding the geometric and the arithmetic progressions.
This is an elementary problem, not a research topic. The recurrence is linear, and you begin by solving the homogeneous part,
$$U_{n+1}=aU_n,$$ that has the solution $U_n=ca^n$ where $c$ is an arbitrary constant.
Then as the RHS has the same shape as the homogeneous solution, you try the Ansatz $U_n=dna^n$:
$$U_{n+1}-aU_n=d(n+1)a^{n+1}-dna^{n+1}=ba^{n+1}$$ so that $d=b$.
The general solution is
$$U_n=(nb+c)a^n.$$