Preferably, you should use PID controller software. There is a standard one for the Arduino. What method do you intend to use to select the output voltage? If the device will be standalone, then I suggest a rotary encoder and LCD display.
The 5.6V zener diode in the schematic is intended to limit the voltage fed to the Q50 to 5V. However, the datasheet for the Q50 implies that if you run it with 5V supply when the output is lightly loaded, it will produced more than 5kV, which is outside its safe operating area. Therefore, until you have got the software right (in particular, the PID parameters), I suggest you use a lower voltage zener diode (perhaps 3.9V or 4.7V) in order to limit the supply voltage to the Q50 to a lower value.
Here's a variation of the circuit that provides better current limiting and avoids the need for a power resistor. You should put a heatsink on the BD435 transistor.
