How do I dig out a hole for fence posts in a concrete patio?
What you want is something like this:



Get some Red-Heads or other appropriate concrete bolt and fasten it down.  Slip the 4x4 in and tighten it up.

Ideally, you should still have some posts properly embedded in the ground to help support the torque caused by someone leaning on the fence, but you can use these in between.