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Yes, in Shakespeare's Hamlet, Claudius certainly understands the implications of Hamlet's killing Polonius, as well as the implications of the situation as a whole. When he first hears the news that Hamlet has slain Polonius, he tells Gertrude:
His liberty is full of threats to all--
To you yourself, to us, to everyone. (Act IV:1)
Later, he adds:
How dangerous it is that this man goes loose! (IV:3)
Claudius is preparing Gertrude for what he is about to do to counter Hamlet's threat to the king's thrown and life. Yet, he also understands that he must be careful concerning what he does to Hamlet, due to his popularity with the Danish people:
Yet must not we put the strong law on him.
He's loved of the distracted multitude,... (IV:3)
Publicly, then, Claudius orders Hamlet sent to England (even though at the beginning of the play he wanted him to stay in Elsinore so that he could keep an eye on him). Secretly, he arranges for Hamlet to be put to death upon his arrival in England.
Remember, this is after the performance by the players, and thus after Claudius knows that Hamlet knows about the death of Hamlet's father. Claudius knows what's going on, and takes steps to counter the threat. He is a formidable adversary. Polonious is an idiot and a blowhard, but Claudius is no fool.
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