Is there a solution for the following integral:
$$ \int_0^{\infty} \frac{\exp( -b\sqrt{a+x})}{\sqrt{x}} dx $$
where $a$ and $b$ are constants. If it is not, what is the best approximation? Especially in the limit as $b \to \infty$.
In case of $a=0$, there is an analytic solution.