(eng): Setup of suitable weight control parameters and their tuning with respect to topical controlled system behavior is a principal issue of every control design. This contribution roposes the efficient way for setup and tuning of the control parameters of LQ controllers automatically by evaluation of a controlled system response in comparison with a mathematical model following from a physical substance of that system. The controlled systems are considered as stochastic, which corresponds to a stochastic nature of real-life applications. In this paper, there will be explained general assumptions and conditions for the implementation of the proposed way. The theoretical results will be discussed and illustrated by several examples.