Collect all the figure handles in a figure handle array, e.g. f(ii) = figure; and then work with arrayfun on the saveas command.
MWE:
clearvars, close all, clc
for ii = 1:10
f(ii) = figure('name',sprintf('fig_%.2d',ii));
plot(rand(5,1),rand(5,1))
end
arrayfun(@(x) saveas(x,x.Name,'jpeg'),f)
