SQL Server 2012 Tuning process exited unexpectedly. DTAEngine
As per KB 2728419

You have to install atleast SQL Server 2012 + SP1 + CU1.

On a sidenote, CU8 is out as well which is the latest one for SQL Server 2012 SP1.

Also, you need to be a member of SYSADMIN role. DB_OWNER wont work as per the above KB.