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The pair \\((M,H)\\) is called a hypercomplex manifold. A hyper-Hermitian manifold \\((M,H,g)\\) is a hypercomplex manifold \\((M,H)\\) together with a Riemannian metric \\(g\\) which is Hermitian with respect to the 3 complex structures \\(J_\\alpha\\). It is called an HKT-manifold (hyper-K\u00e4hler manifold with torsion) if there exists an HKT-connection on \\(M\\): a connection \\(\\nabla\\) preserving the hyper-Hermitian structure and which has totally skew-symmetric torsion \\(T\\), more precisely, \\(g(T(\\cdot , \\cdot), \\cdot)\\) is a 3-form. The special case \\(T=0\\) corresponds to ordinary hyper-K\u00e4hler manifolds (HK-manifolds). In that case \\(\\nabla\\) is the Levi-Civita connection of \\(g\\).    HKT-manifolds occur in physics, e.g. as allowed targets for N=4 nonlinear \\(\\sigma\\)-models with Wess-Zumino-Witten-term in 2 and 3 spacetime dimensions.    The mathematical paper under review is a systematic study of HKT-manifolds. It was proven by Gauduchon that every Hermitian manifold \\((M,J,g)\\) admits a unique Hermitian connection with totally skew-symmetric torsion (KT-connection) and that the torsion can be easily computed in terms of \\(J\\) and \\(g\\). Using this fact the authors first observe that the HKT-connection on an HKT-manifold is unique and give a necessary and sufficient condition for the existence of an HKT-connection on a hyper-Hermitian manifold. Then they study the problem whether a given hypercomplex manifold admits a compatible HKT-structure and derive some sufficient condition in terms of the existence of an appropriate \\(\\partial\\)-closed \\((2,0)\\)-form (In the HK-case the form is \\(d\\)-closed and hence holomorphic). Using this condition Joyce's twist construction of hypercomplex manifolds is implemented for HKT-manifolds. Also, based on work of Howe/Papadopoulos, the following general constructions of hypercomplex and HK-geometry are shown to have HKT-versions: twistor construction (S. Salamon, Hitchin/Karlhede/Lindstr\u00f6m/Ro\u010dek, Joyce), reduction (HKLR, Joyce) and the notion of HK-potential (HKLR). The twistor construction is non-holomorphic in the sense that it involves the canonical non-integrable almost complex structure on the twistor space. Potentials and reduction are well suited for the construction of examples, as demonstrated in the paper.    The following examples are discussed: HKT-structure on Joyce's homogeneous hypercomplex manifolds associated to compact semisimple groups (Opfermann/Papadopoulos), on compact hypercomplex nilmanifolds constructed by Barberis/Dotti-Miatello, on Pedersen/Poon's (generically inhomogeneous) hypercomplex manifolds \\(S^1\\times S^{4n-1}\\), on \\(S^1\\times SU(3)/U(1)\\) and, finally, on the Swann bundle (considered only as hypercomplex manifold) of any quaternionic K\u00e4hler manifold. It was proven by Pedersen/Poon/Swann that the Swann bundle of any quaternionic manifold (without assuming a quaternionic K\u00e4hler metric) is a hypercomplex manifold. One should expect that it has a compatible HKT-structure. However the authors' construction does not apply since there is no potential available. As pointed out by the authors, the problem of existence of a compatible HKT-structure on an arbitrary hypercomplex manifold remains 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