Merge pull request #257933 from mrbullwinkle/mrb_11_07_2023_oai_migration

[Azure OpenAI] add async example

Author: prmerger-automator[bot]

articles/ai-services/openai/how-to/migration.md

@@ -206,6 +206,23 @@ Additional examples including how to handle semantic text search without `embedd
 
 ---
 
+## Async
+
+OpenAI doesn't support calling asynchronous methods in the module-level client, instead you should instantiate an async client.
+
+```python
+from openai import AsyncAzureOpenAI
+
+client = AsyncAzureOpenAI(  
+  api_key = os.getenv("AZURE_OPENAI_KEY"),  
+  api_version = "2023-10-01-preview",
+  azure_endpoint = os.getenv("AZURE_OPENAI_ENDPOINT")
+)
+response = await client.chat.completions.create(model="gpt-35-turbo", messages=[{"role": "user", "content": "Hello world"}])
+
+print(response.model_dump_json(indent=2))
+```
+
 ## Authentication
 
 ```python