What is the name of this psychological principle which relates knowledge with stress?

I remember hearing in one of my psychology classes that humans (and animals) feel more comfortable knowing that a threat (or shock) is coming even though they cannot do anything about it. The example was observed in mice. When administered shocks at regular and irregular intervals it seems that the mice were less stressed by the regular shocks. Anyway, my question is who discovered this and what is the name of this principle?