WASHINGTON (Reuters) - Pirates shot dead four US hostages on a private yacht on Tuesday, the deadliest incident involving Americans kidnapped for ransom in the increasingly dangerous waters off Somalia. The US military said the pirates shot the hostages before American special forces boarded the vessel. US troops killed two pirates as they took control of the boat, and took 15 pirates into custody. Another two pirates were found dead when US special forces arrived but they were not killed by US forces, the military said. "We express our deepest condolences for the innocent lives callously lost aboard the Quest," said Gen James N. Mattis, the head of the US military's Central Command. Pirate gangs preying on shipping lanes through the Gulf of Aden and the Indian Ocean typically target large merchant ships, with oil tankers the prize catch, but the snatching of foreigners can also yield high ransoms. There were around 750 pirate hostages at the end of Jan. The Americans killed on Tuesday were Jean and Scott Adam, from California, as well as Phyllis Macay, Bob Riggle, from Seattle, Washington. US forces learned of the hijacking on Friday. The US military said negotiations with the pirates had been under way when on Tuesday morning, without warning, a pirate fired a rocket-propelled grenade at the guided-missile destroyer USS Sterett. Then gunfire broke out inside the pirated vessel. "The intent always had been that this would be a negotiated process and not ever go into a point where we actually had gunfire," said Vice Admiral Mark Fox, the head of US naval forces in the turbulent region. President Barack Obama had authorized the use of force in the case of an imminent threat to the hostages, White House press secretary Jay Carney told reporters. Obama was notified of the deaths at 4:42 a.m. EST Two Somali pirates who spoke with Reuters by telephone said the hostages were ordered killed since the pirates themselves were under attack by US forces. "Our colleagues called us this morning, that they were being attacked by a US warship," Mohamud, a Somali pirate, told Reuters. "We ordered our comrades to kill the four Americans before they got killed." Pirate leader Farah, speaking from Bayla, a pirate haven in the northern semi-autonomous region of Puntland, vowed to avenge the deaths and capture of his comrades. "I lost the money I invested and my comrades. No forgiveness for the Americans. Revenge. Our business will go on," he said, adding he had spent $110,000 so far in the hijacking.