In greenhouses peppers are grown all year-around: if you provide them with adequate growing conditions they'll do very well indoors. A growing light is great but also remember they need constant heat and humidity, so you may want to look into one of those growing tents popular among hrdroponic enthusiasts. Stuff like this:
https://www.mars-hydro.com/gro...
Mars Hydro is "the good stuff" so you can find cheaper tents but know you get what you pay for.