Code below is helped to get clickable numbers of problems for best navigation between problem and its answer.

An environment solution inside other environment problem imply the problem has a solution. After clicking link it goes to defined \hypertarget{solution:#1}{...}

\documentclass[]{article}

\usepackage{ntheorem}
\usepackage{hyperref}
\makeatletter
\newtheoremstyle{problemstyle}%

\makeatother

\theoremstyle{problemstyle}
\newtheorem{problem}{}
%\renewcommand{\theproblem}{\thechapter.\arabic{problem}}
\renewenvironment{Solution}[1]{%
\par%
}{%
\par%
}

\begin{document}

\begin{problem}
Problem with solution
\begin{solution}
Solution
\end{solution}
\end{problem}

\begin{problem}
Problem with NO solution
\end{problem}

\newpage
\end{document}


But what if problem has no solution? Then no environment solution inside problem. But \hyperlink{solution:##2}{##2.}} is still here and link to missing target.

How to prevent hyperlinking, if target is missing?

Unfortunately, this solution does not work for me, because of \csname link@#1 \endcsname \link@1. does not allowed in TeX.

I have solution. It imply manual marking such tasks (\begin{problem}[noanswer] ... \end{problem} ):

\newtheoremstyle{problemstyle}%
{
}


But this is not true way. I want an automatic check.

Unfortunately, this solution does not work for me, because of \csname link@#1 \endcsname \link@1. does not allowed in TeX.

Yes, indeed, but you can get round this using, for example, \@roman{#1} to change numbers into roman numerals.

In the following, I've made a few amendments to your code, including:

\newtheoremstyle{problemstyle}%
{%
\hypertarget{problem:\@roman{##2}}{}%
\ifcsname r@solution\@roman{##2}\endcsname
\else
\fi
}


and the corresponding amendment to the Solution environment:

\label{solution\@roman{#1}}


Here's a complete MWE

\documentclass[]{article}

\usepackage{ntheorem}
\usepackage{hyperref}
\usepackage[left]{showlabels}   % <------- remove these lines once you're happy!
\showlabels{hypertarget}        % <------- remove these lines once you're happy!
\showlabels{hyperlink}          % <------- remove these lines once you're happy!
\makeatletter
\newtheoremstyle{problemstyle}%
{%
\hypertarget{problem:\@roman{##2}}{}%
\ifcsname r@solution\@roman{##2}\endcsname
\else
\fi
}

\theoremstyle{problemstyle}
\newtheorem{problem}{}
%\renewcommand{\theproblem}{\thechapter.\arabic{problem}}
\renewenvironment{Solution}[1]{%
\par%
\label{solution\@roman{#1}}%
}{%
\par%
}

\begin{document}

\begin{problem}
Problem with solution
\begin{solution}
Solution
\end{solution}
\end{problem}

\begin{problem}
Problem with NO solution
\end{problem}


• Thank you! It seems, the \@roman{...} does not necessary in you realization, all work fine without it. Also, a r@<ref>became a new knowledge for me. – sergiokapone Jul 17 '17 at 22:32