Hello Sahraoui,
the answer is platform dependent, but generally speaking if the network device where PBR is configured detects the specified next-hop is not available, it will move to use standard destination based routing using remaining available next-hops.
On Catalyst 6500 there was a command to be given in route-map configuration:
set ip next-hop verify-availability
to have the device performs the check. But this required the two next-hops are in different subnets /Vlans in order to have the associated L3 interface SVi vlan x to fail when the port to gateway 1 fails. (this is the so called auto-state of L3 SVI that requires one L2 port to be up and in STP forwarding state to be up in its turn)
In other platforms you can use forms of IP SLA to check the health of next-hops.
In general with multilayer switches you need care to have the two next-hops in different Vlans.
Edit:
I see that the verify-availability is also present for ASR1000 routers in VRF see
http://www.cisco.com/c/en/us/td/docs/ios-xml/ios/iproute_pi/configuration/xe-3s/iri-xe-3s-book/iri-pbr-next-hop-verify-availability-for-vrf.html
The command can call a tracked object so and this is the reference to the configured IP SLA.
Hope to help
Giuseppe
