I finally found a way to make it works properly at startup.
First, I created a service in C# (See below for sources) which execute the command :
netsh wlan start hostednetwork.
(See how create the network : SoftAP creation under Windows (MSDN Documentation))
This service wait for this services to be launched (They are marked as server dependecy) :
I've chosed them because they were crashing because of the creation of the SoftAP. (According to this screenshot) :
Once the are started, it waits for 35 secondes (it's supposed to be useless, you can remove it from source code if you want it to start faster) to finally start the command.
If it can help, here is a link to the service executable : Wireless Access point Service executable
If you want to see/edit the (poor) source code behind it : Wireless Access Point Service Source Code
To install the binary, just execute :
C:\Windows\Microsoft.NET\Framework\[FrameworkVersion]\InstallUtil.exe with the path of the executable as an argument and reboot.
I'm using it under Windows Server 2012, I don't know for previous version.
After spending 3 days to figure out how to do this, I hope it will help those who are facing the same issue.