Just some problems/solutions storage
I tried to install an RDS on one of my 2012 servers.
Installed Session host and WEB server for Remote Apps using Sever manager-Add Role-RDS (that was a bad idea; you need to use a separate Wizard from “Add Roles and Features Wizard”, not just add RDS role)
After that I figured out I do not have management tools for RDS 
So I started the required Wizard. It tried to install Broker and failed with the above mentioned error.
I double checked I have Enable-PSRemoting ran. Still the same error.
I found a thread discussing the issue (http://social.technet.microsoft.com/Forums/en-US/winserver8setup/thread/bbb7427b-f839-48c4-b49c-467138f94b16) one of posts (not marked as an answer) says:
After working for weeks with M$ Support level 2 and higher on this issue below is the fix and reason for the issue.
In a PS Shell
Set-Item WSMan:\localhost\Shell\MaxMemoryPerShellMB 1000
then reboot
The default remote shell is allotted 150MB of memory. If we have Sharepoint/IIS App pool on the server then this memory is not sufficient to create a remote session (This is used mostly while installing any roles on windows server 2012) . Therefore by running that command we have enabled the remote shell to use 1000mb which will provide more memory to windows powershell to make remote sessions and resolve the issue.
I tried that and still got the error (but maybe it was a part of resolution).
After that I thought about my environment – I have two forests with two-way trust between them and I use my “management forest account” which is domain admin in the “demo” forest where I am installing the RDS. I decided to use an account from the “demo” forest instead and successfully installed RDS at this time.
Resolution:
Use admin account from the same forest were I installed RDS. Foreign forest account did not work regardless two–way trusts and admin permissions in the target domain.
DIdn’t work for me =(
Didn’t work for me either.