Barring any connection problems in the lamp assemblies themselves ( grounds etc ), this is ALL controlled by the ICM ( Illumination Control Module ), a fancy name for the headlight switch and the fuse panel / circuit board that is part of it.
The fuses are behind the panel at the end of the dash ( driver's side ).

If it is not a fuse problem ( probably not ), then there is something wrong with this module, or the brake pedal sensor switch which inputs to this module via the brake lamp relay. ( the antilock brake module also has a say here )