center is pretty closed so i dont think g4 really weakens your king. From the Link you posted the game shows white following up with h4 and h5 to open the kingside where white will be better because his development . also after kicking the bishop the knight can play to e4 and white just has a better position in my amateur opinion . Blacks bishops dont look too healthy and white's pieces are better .
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While studying games for a correspondence match, I came across the following position:
I looked up some master level games in which this position occured, like this one: http://chesstempo.com/gamedb/game/3698684
In most of these games, the response played by white in this position is g4. I've seen this same move in a number of other positions, but primarily ones in which black has already castled kingside and white has (or is planning to) castle on the queenside, generally in lines of the Sicilian. In this game, it seems black is the one who has a more defensive queenside position, although white does have more space on the queenside. It also doesn't appear that there are any significant tactics in this position that come as a result of g4, just an attack on the kingside.
It does appear, however, that g4 is generally regarded by the masters as being the best move in this position, and it has a great winning record. What I'm wondering is why is that the case? More generally, otside of this particular position, what are the principles which make pushing the g4 pawn (or another pawn critical to defense of the king) a good move, and when should this kind of move be played?