You can create separate render target views for every slice and then set it using ID3D11DeviceContext::OMSetRenderTargets.
D3D11_RENDER_TARGET_VIEW_DESC desc;
desc.ViewDimension = D3D11_RTV_DIMENSION_TEXTURE2D;
desc.Texture2D.MipSlice = D3D11CalcSubresource(0, arraySlice, mipLevels);