This is possibly the hardest and most expensive thing to supply artificially. Chilies grow well all winter with a good south window even in the short days of our New england winters. However, the addition of artificial lights can reduce the plants tendency to grow too tall and will allow you to plant at higher density. You should be aware that they will raise your electric bill a bit, but the culinary value of the fresh produce may be enough that you will be willing to pay the price. This is where you should experiment.
Different varieties do best with different light and temperature.
You should expect to experiment a bit and find what works best for you. I had good luck with Serrano chilies and poor results with Jalapeno. The Thai variety I have now produces a 3 inch yellow chili which is medium hot. Small and red and very fiery. Both have been very productive.