I am implementing a deferred shading system which uses the compute shader(in DirectX 11) to cull lights in tiles, so I can get thousands of lights at a stable framerate.The problem comes when I have to determine whether a light is blocked by scene geometry.I mean my point lights pass trough walls and bridges.I have a shadow map on the main light's(the sun) point of view, but generating a shadow map for each point light on the scene would require generating a thousand cubemaps and that's not possible.So how is this problem usually dealt with?Games like Dead Space 3 and Battlefield 3 have a lot of lights on scene, yet they don't bleed trough solid objects.
One straight forward solution would be the use of Screen-Space Ambient Occlusion approaches. There you try to estimate the occlusion based on sampling of the neighbourhood. One approach I know is SSDO which directly targets the creation of shadows in screen-space. Probably you will end up with lots of artifacts in complex scenes. The advantage is that SSDO also adds some global illumination effects.
I think most games/engines are trying to overcome such problems by preprocessing steps.
Static Lightening: If your light source does not move around (lights in buildings...) compute Lightmaps or some extra vertex attributes containing the light.
Tweak the lights: Just adjust falloff distance or intensity or location until there is no noticeable bleeding.
Some own ideas: Depending on your representation of the light (sphere/disc?) you could compute a pruned shape for the lights. Pixels behind a wall would not lie inside the new light volume and are not lightened this way. If you can't shape your light volume arbitrary you probably could add one or two planes per light defining walls. These planes can be undefined for most lights and only pushed to the GPU for a light near a wall. Than a pixel can be checked on which side it lies during the lightening process for the respective light.