The WINC1500 radio supports Wi-Fi Direct (Peer-to-Peer) Mode, and Atmel Studio has an example project for it. It also supports Wi-Fi Hotspot (Access Point Mode) and has an example project.
However, the Arduino libraries supporting the initial version of WiFi Shield 101 do not appear to flesh out these modes and have no examples of this. You could develop your own Arduino library support for this or you could immediately use these modes with Atmel Studio. If you develop the library support you might contribute it to the community.
Page 17 is the state chart. After the AP has completed its business with one client it can take the branch m2m_wifi_disable_ap and then ready itself to listen for another client or even transition to one of the other modes. The example on page 49 uses an endless loop but it could just as well terminate after business is completed.
This is of course based on the existing Atmel Firmware version 19.3.0 but that is of course subject to modification or improvement in the future.
However, this begs the real question of whether or not the community will modify the Arduino library to support it. That could be a significant effort, and it might be better to use an off-the-shelf WiFi access point and be done with it.
SurfingDude:
It looks like that in access point mode, only one client AT A TIME is supported.
yes, and that's not good...
I'm not so experienced, but how can the AP make proper DHCP if only one client is connected at a time ?
I think I'll be better off with an ESP8266 maybe (?)
I'm making experiments with the wino-board today and it look promising so far ... http://wino-board.com