$\int_a^bx^\alpha \exp\left[-\left(\frac{x-\delta}{\sigma}\right)^\alpha\right]dx$ Closed-form?

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I am trying to evaluate the following integral:

$$\int_a^bx^\alpha \exp\left[-\left(\frac{x-\delta}{\sigma}\right)^\alpha\right]dx$$

where $0<a<b$, $\delta\leq a$ and $\alpha>0$.

Is there a closed form, perhaps in terms of Gamma and error functions?