What writing utensils would work for concrete walls?
When dealing with a concrete surface, the first consideration is the smoothness of the surface. If that is acceptable, and of reasonably decent flatness, your options expand nicely. If it's a coarse surface with lots of pits, cracks and other irregularities, chalk may be the only answer. It's messy and washable, though.

If the surface can be painted, consider to use a dry-erase paint product. I found many with a quick search: 

Benjamin Moore Dry Erase Paint

Such products will enable one to use standard office-type dry-erase markers of multiple colors and tip sizes, with easy dry-erase erasers used to remove the work.

Depending on the scope of the use (area of walls to be painted), the biggest disadvantage I see is that the room would be very white.