Please refer to http://www.cisco.com/c/en/us/support/docs/security/anyconnect-secure-mobility-client/118084-configure-anyconnect-00.html
If you are utilizing a setup similar to mine this should resolve your issue.
ANYCONNECT -> INTERNET -> ASA -> DHCP-SERVER
Add the following to your tunnel-group policy
dhcp-server subnet-selection x.x.x.x
x.x.x.x would be the internal DHCP-SERVER's IP address.
If you do not have a RFC 3011/3527 DHCP-SERVER please ensure that your have the "route-lookup" option added to your NAT statement for the vpn subnet ...
Example: nat (inside,outside) source static obj-inside obj-inside destination static obj-vpnsubnet obj-vpnsubnet no-proxy-arp route-lookup
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