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:
Generally, it is our policy to not allow Google ads to open in a new window. However, in a few markets, including China, we've found that opening ads in a new window better aligns with expected internet behavior and provides a more consistent, intuitive user experience.
Keeping in mind the importance of the user experience, we've enabled Google ads to open in new windows in locations where this is expected browsing behavior. This functionality is determined by the IP of the user, and is not an option you can select your AdSense account.
We also ask that you don't modify the AdSense ad code or alter the result of clicking on an ad on your website, as such behavior violates our program policies.
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:
If you use Ad Manager, you can set them to open in a new window. I did find this seemed to drastically inflate impressions, leading to lower CTR though. And I don't know if CTR has a direct influence on smart pricing, but I wouldn't be surprised if it did. It's pretty important on the advertising side.
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.