Multi-action dialog policy (MADP), which generates multiple atomic dialog actions per turn, has been widely applied in task-oriented dialog systems to provide expressive and efficient system responses. Existing MADP models usually imitate action combinations from the labeled multi-action dialog samples. Due to data limitations, they generalize poorly toward unseen dialog flows. While interactive learning and reinforcement learning algorithms can be applied to incorporate external data sources of real users and user simulators, they take significant manual effort to build and suffer from instability. To address these issues, we propose Planning Enhanced Dialog Policy (PEDP), a novel multi-task learning framework that learns single-action dialog dynamics to enhance multi-action prediction. Our PEDP method employs model-based planning for conceiving what to express before deciding the current response through simulating single-action dialogs. Experimental results on the MultiWOZ dataset demonstrate that our fully supervised learning-based method achieves a solid task success rate of 90.6%, improving 3% compared to the state-of-the-art methods. The source code and the appendix of this paper can be obtained from https://github.com/ShuoZhangXJTU/PEDP.