Claudius realizes Hamlet is a loose cannon and needs to be kept under guard. The first plan is therefore to keep Hamlet at court and have him watched.
However, it turns out eventually that Claudius does not wish to keep Hamlet in Elsinore, once it becomes clear just how dangerous Hamlet is. The whole charade of using Rosencrantz and Guildenstern to observe Hamlet and report on him at court has not worked; Hamlet has run amok, staging the play "The Murder of Gonzago" to reveal the king's guilt, and then terrorizing his mother and killing Polonius. Claudius's plan to banish Hamlet to England and have him killed backfires, leading to Hamlet's return and the final confrontation in which virtually all the major characters are killed.
Throughout the play, no one knows how to deal with Hamlet. Though Claudius is guilty of killing Hamlet's father, some of us may instinctively sympathize with him in spite of this. It's as if he is now simply trying to control events, at first in a relatively benign manner. He could, for instance, have immediately ordered Hamlet put out of the way—banished or even killed. But part of him genuinely wants to be friendly with Hamlet and to win him over. After all, Hamlet is his nephew and, now, his consort's son and therefore his stepson. One almost feels sorry for Claudius when, in reaction to Hamlet's insolent remarks about "eating of the air, promise cramm'd" (with a pun on air/heir) he innocently answers in his befuddled way, "I have nothing with this answer, Hamlet. These words are not mine." Claudius is a complex character, not a clear-cut villain, and his reasons for keeping Hamlet under close watch can be seen as both positive and negative ones.
First, young Fortinbras, the nephew of the current king of Norway, is "pester[ing]" Claudius with messages "Importing the surrender of those lands / Lost by his father" (1.2.22, 1.2.23–24). With Denmark being challenged by Norway in this way, it would be safer and present a more unified front to keep Hamlet at home. Other countries might think that Denmark is weak right now, especially with the death of the old king and the fact that the prince, Hamlet, did not take the throne. It is unclear why Claudius became king and not Hamlet (who is of age), and keeping the family together will make it look like everyone is happy, satisfied, and getting along. This will make Denmark appear to be more stable and strong.
Second, there is certainly some emotional distance between Claudius and Hamlet, and Claudius obviously knows that Hamlet is very upset with the current situation in the court. Claudius speaks quite familiarly to Laertes and then much more formally to Hamlet. Perhaps Claudius suspects that Hamlet could foment rebellion or at least spread rumors about weakness and corruption in the Danish court, and for this reason he figures it would be safer to keep him at home.
There are a few likely reasons Claudius wants Hamlet to stay in Elsinore. First, Claudius wants to make a show of having accepted Hamlet as his "chiefest courtier" and "son." With Hamlet staying on in Elsinore, the appearance of a unified court is preserved.
However, Hamlet's assent to stay back at the castle also quells suspicions about Claudius's hasty marriage to Gertrude (the wife of the deceased King Hamlet). For his part, Claudius needs to keep Hamlet near so that he can monitor the prince's behavior. We must remember that Hamlet is the dead king's son, and it is very likely that Claudius suspects Hamlet of being a threat to him. So, it appears that Claudius wants to keep Hamlet near as a matter of self-preservation.
With Polonius's death, however, Claudius begins to change his attitude. He decides that Hamlet is a danger that needs to be annihilated. So, he orders Rosencrantz and Guildenstern to make sure that Hamlet actually makes his way to England. At this point Claudius is still obsessed with keeping up appearances though. He knows that Hamlet is "loved of the distracted multitude, / Who like not in their judgment, but their eyes."
So, Claudius wants Hamlet's punishment to appear fair to the masses; he wants the public to see that he is sending Hamlet to England for his own good. Meanwhile, Claudius places his hopes on the king of England killing Hamlet (Act 4, Scene 3).
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