Is it possible to remotely send wake on Lan?

Is it possible to send a wake on Lan command to remote machines in order to establish a RDP connection when the devices are asleep?

In your device is asleep, then it is offline and you will not be able to connect. If you can install on your router and can send a Wake on LAN command on the network from the router, then you could wake your computer as long as it is also setup to listen and handle a Wake on LAN command.
There are a number of tutorials on the internet for the Wake on LAN portion.