You can download Bash for AIX here:
http://www-03.ibm.com/servers/aix/pr.../download.html

However, you are wrong in saying that history doesn't exist in AIX.

In the Korn shell (ksh) just type:
set -o vi
and you have access to the history through vi keystrokes.

There is also a way to do it like in Bash but I don't remember it so you will have to search this board for the answer, it is here.