Not that I've found but then again I never use scouts...

As Marvin already accurately pointed out, there is an "explore" command. However, the exploration your ship will embark on will be very erratic and most likely not nearly as efficient in achieving its goals as it would if you took manual control. I only use it when my flagship (and perhaps other survey ships) have run out of anomalies. It'll then mop up fog I couldn't be bothered with myself. (Only useful with a fast ship with good sensor range though.)

The AI only builds scouts to offset its unfair advantage of knowing where the planets are.