We describe the problem of mining set valued rules in large relational tables containing categorical attributes taking a finite number of values. Such rules allow for an interval of possible values to be selected for each attribute in condition instead of a single value for association rules, while conclusion contains a projection of the data restricted by the condition onto a target attribute. An example of such a rule might be “if HOUSEHOLDSIZE = {Two OR Tree} AND OCCUPATION={Professional OR Clerical} THEN PAYMENT_METHOD = {CashCheck (Max=249, Sum=4952) OR DebitCard (Max=175, Sum=3021)} WHERE Confidence=85%, Support=10%.}” We use an original conceptional and formal framework for representing multidimensional distribution induced from data by a number of so-called prime disjunctions upper bounding its surface. Each prime disjunction represents a wide multidimensional interval of impossible combinations of attribute values. This original formalism generalises the conventional boolean approach in two directions: (i) finite-valued attributes (instead of only 0 and 1), and (ii) continuous-valued semantics instead of (true and false). In addition, we describe an efficient algorithm, which carries out the generalised dual transformation from possibilistic disjunctive normal form (DNF) representing data into conjunctive normal form (CNF) representing knowledge and thus generates all the most interesting prime disjunctions. Once obtained they can be used to build different forms of rules or for other purposes (prediction, clustering etc.).