To be sure of a sound attachment, you need to attach into the concrete. Anything else will almost surely fail. Plaster does not have the structural strength except where you can spread the load over a large area from behind the plaster, and even then it is iffy.
As suggested by others, to attach to the concrete, you can use tapcons, concrete expansion bolts, or expansion anchors that you put screws into. Any of these will make very small holes in the concrete and not compromise its strength. These holes could easily be filled when you leave.
SUPPLEMENT BASED ON COMMENTS:
You need to know what you are drilling into if you go that route.
A very different approach would be to create what is basically a free standing rack and then fixing it lightly to the wall.
The existing rack could be screwed or bolted to the top of the face of 2 upright hardwood boards, maybe 1x3s, as tall as you need the rack to be. The bottom of those uprights would be attached to a foot extending out from the wall about 12 to 15 inches. A brace would be attached on a 45 degree angle from the far end of the foot to a spot on the upright about 12 inches up.
The braced feet will counteract the downward pull of the coats. You could even attach a flat board to the tops of the feet to make a shelf for shoes, etc.
This whole unit could then be screwed into the wall through the uprights into plastic anchors in the drywall. This is just meant to keep it from shifting, not supporting the weight of the coats.
The best way to handle this situation is to span two studs at the end of the closet with a smallish plank, screwing it into both studs. Then you can screw the rod end mount to that plank and rest assured that it's as sturdy as you can get it.
The "far" end of that plank will very probably screw to the stud at the far rear corner of the closet's end wall, which is kind of nice because that hides almost the entire plank.
An alternative, but one that's only suitable if you're definitely never going to hang a lot of clothing from that rod (clothing weight accumulates shockingly quickly), would be to use drywall anchors to attach the rod end mount to the drywall.
Best Answer
I get a flat screw driver and tap them with a hammer until it is about 1/8" inside drywall. Then just a bit of spackle over the indention.