Answer
Finding the integrating factor:
$\mu(t)=\exp(\int a\ dt)$
$\mu(t)=e^{at}$
Finding the y function:
$y(t)=1/\mu(t) [\int \mu(s)(be^{-\lambda s})ds+c]$
$y(t)=e^{-at}[\frac{b}{a-\lambda}(e^{(a-\lambda)t})+c]$
$y(t)=\frac{b}{a-\lambda}e^{-\lambda t}+ce^{-at}$
$y(0)=y_0=\frac{b}{a-\lambda}+c\rightarrow c=y_0-\frac{b}{a-\lambda}$
$y(t)=\frac{b}{a-\lambda}(e^{-\lambda t}-e^{-at})+y_0e^{-at}$
For $a=\lambda$
Applying the L'Hospital rule on the first term:
$\lim_{a\rightarrow \lambda/t\rightarrow +\infty} \dfrac{e^{-\lambda t}-e^{-at}}{a-\lambda}=\lim_{a\rightarrow \lambda/t\rightarrow +\infty}\dfrac{te^{-at}}{1}=te^{-\lambda t}\rightarrow0 $
For the second term, the exponential goes to 0, so $lim_{t\rightarrow+\infty} y(t)=0$
For $a\ne \lambda$:
Since both a and $\lambda$ are positive constants, all the exponential terms go to zero as t approaches infinity, so $lim_{t\rightarrow+\infty} y(t)=0$
Work Step by Step
Finding the integrating factor:
$\mu(t)=\exp(\int a\ dt)$
$\mu(t)=e^{at}$
Finding the y function:
$y(t)=1/\mu(t) [\int \mu(s)(be^{-\lambda s})ds+c]$
$y(t)=e^{-at}[\frac{b}{a-\lambda}(e^{(a-\lambda)t})+c]$
$y(t)=\frac{b}{a-\lambda}e^{-\lambda t}+ce^{-at}$
$y(0)=y_0=\frac{b}{a-\lambda}+c\rightarrow c=y_0-\frac{b}{a-\lambda}$
$y(t)=\frac{b}{a-\lambda}(e^{-\lambda t}-e^{-at})+y_0e^{-at}$
For $a=\lambda$
Applying the L'Hospital rule on the first term:
$\lim_{a\rightarrow \lambda/t\rightarrow +\infty} \dfrac{e^{-\lambda t}-e^{-at}}{a-\lambda}=\lim_{a\rightarrow \lambda/t\rightarrow +\infty}\dfrac{te^{-at}}{1}=te^{-\lambda t}\rightarrow0 $
For the second term, the exponential goes to 0, so $lim_{t\rightarrow+\infty} y(t)=0$
For $a\ne \lambda$:
Since both a and $\lambda$ are positive constants, all the exponential terms go to zero as t approaches infinity, so $lim_{t\rightarrow+\infty} y(t)=0$