A problem about deleting elements and traversalling at the same time

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Python2.7

OOP

C++98

C++14

I am designing a mobile game recently,and I have a problem when I design the part of skill system.pseudo-code：
class Soldier:
{
list<skill> skills;
RemoveSkill(skill){ skills.remove(skill) }
OnNewTurn(){for skill in skills:skill.OnNewTurn()}
}

class Skill
{
turn = 1;
ownerSoldier;
OnNewTurn()
{
--turn;
if(turn <= 0)
{ ownerSoldier.Remove(self);
delete self;
}
}
as you can see, when player get a new turn, perhaps a skill should remove from the list in the soldier, but the list is being traversalling, to remove a skill will make the traversalling iterator invalid. I use python,but I want to discuss this question without a particular language.actually I usually have this problem....Excuse my bad English,I am a Chinese.Help me please,thank you guys :)

What I have tried:

I have a solution for this problem:

class Soldier:
{
list<skill> skills;
RemoveSkill(skill){ skills.remove(skill); }
OnNewTurn(){for skill in skills:skill.OnNewTurn();
skills.remove(lambda skill:return skill.IsInvalid());
}
}

class Skill
{
...
IsInvalid(){return turn <= 0;}
}

It can work,but I think it's not elegant enough.Because the control power in when the skills remove should belong to itself.If I do this,the control power belongs to the other class.How should I solve this problem?Should I change design pattern?