Via a FAQ on Google, which asks “Can I open the ads in a new window?” It says that you are not allowed to force the ads into a new window. But Google may open these ads in a new window for specific users, if those users are in China.

Here is what the answer Google provides for this question:

I guess Google would know what most U.S. based users expect, they have crawled most of the web and know how many ads open in a new window and how many do not. So I trust Google on this.

However, netmeg said in a WebmasterWorld thread that you can use Google Ad Manager to display AdSense and you can set those AdSense ads to open in a new window via Ad Manager. However, please read all of what netmeg said, he said:

I doubt all my readers would agree that (1) it’s best to keep users in the same window and (2) it impacts CTR.

Forum discussion at WebmasterWorld.