Not without rooting each device, as far as I can tell. This is normal
for Unix/Linux based systems.
Each Android device should have a unique hostname anyway so once you
know this it's possible to identify which is which on your network; it
should also have a unique MAC of course, which your router should also
display.
If you have access to the Android device, install "WhatsMyIP for
Android" by Neofrontier Technologies or "What is my IP address" by
Webprovider or other such app and run it to discover that device's
current LAN and public IP numbers - then it's very easy to identify the
device on your LAN.
I think some routers allow you to add a note or label to particular
devices.
--
-- ^^^^^^^^^^
-- Whiskers
-- ~~~~~~~~~~