I solved this problem with this solution:
Adding this libraries to folder with application:
- glassfish-embedded-all-3.1.1.jar hk2-core-1.6.9.jar
- internal-api-3.1.2.2.jar
- common-util-3.1.2.2.jar
- glassfish-corba-internal-api-3.2.0-b005.jar
- glassfish-naming-3.1.2.2.jar
And when running application, add this libraries to classpath:
java -cp glassfish-embedded.jar;hk2-core.jar;internal-api.jar;common-util.jar;glassfish-corba-internal-api.jar;glassfish-naming.jar;cleintconsole-0.0.1-SNAPSHOT-jar-with-dependencies.jar com.test.client.EJBClient