Hi,
Use the float interpolate action and set its min and max values to the min and max intensity values you want to use for the light.
Then drag the 'light' component on the inspector of the light you want to animate into a state window and then select 'Set Property'. Under the Property drop down choose 'Intensity' and then for the value click the lines and set it to the variable you've made in the Float Interpolate action. Click 'every frame' and bingo!