Asynchronous connect() with one function call, using C++11 lambdas and Boost.Asio
Looks good to me.
Given what is posted there is not much else to comment about.


Object life-span: Looks good. (Though I recommend some unit-tests).
Naming: Looks good.
Style: Looks good. (Though personally I don't yet like '{' on the same line as other stuff).


The only thing I may have done differently (but this is very subjective and I would not expect you to change if you prefer your technique).

using namespace boost::asio::ip;

// I may have used
namespace BIP = boost::asio::ip;


Then prefixed all the boost stuff with BIP::. Just so I don't pollute the namespace.

But as I say your technique is totally valid since you have bound the scope of the using declaration to the function. If I was code reviewing within your company I may have commented but I would not block your merge to mainline over it.